-26.3%
APH vs ADSK
-31.6%
+5.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -15.7% | -32.1% | -41.9% |
| 7D | -48.7% | -19.5% | -29.2% | -43.3% |
| 30D | -51.9% | -9.2% | -42.7% | -45.8% |
| 3M | -43.6% | -6.7% | -36.8% | -35.2% |
| 6M | -37.5% | -15.5% | -22.0% | -28.0% |
| YTD | -38.6% | -26.4% | -12.3% | -27.3% |
| 1Y | -26.3% | -31.9% | +5.6% | -13.1% |
| All | -26.3% | -31.6% | +5.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling