+285.6%
APH vs ADSK
-5.9%
+291.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | +1.6% | -14.5% | +16.1% | +4.8% |
| 30D | -3.0% | -19.3% | +16.3% | +1.1% |
| 3M | +5.7% | -7.8% | +13.5% | +6.2% |
| 6M | +20.0% | -20.8% | +40.7% | +26.2% |
| YTD | +20.8% | -30.2% | +51.0% | +33.8% |
| 1Y | +40.2% | -36.5% | +76.7% | +62.1% |
| All | +285.6% | -5.9% | +291.5% | +269.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling