+1,030.6%
APH vs ADSK
+221.0%
+809.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.8% | -2.2% |
| 7D | -2.2% | -10.9% | +8.7% | +1.6% |
| 30D | -4.0% | -15.9% | +11.9% | +1.3% |
| 3M | +7.7% | -4.4% | +12.1% | +7.1% |
| 6M | +17.8% | -16.6% | +34.4% | +22.2% |
| YTD | +19.2% | -28.5% | +47.7% | +30.3% |
| 1Y | +35.7% | -34.6% | +70.3% | +53.5% |
| 3Y | +282.9% | -3.5% | +286.4% | +265.6% |
| 5Y | +345.6% | -25.6% | +371.2% | +350.1% |
| All | +1,030.6% | +221.0% | +809.6% | +601.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling