+352.5%
APH vs ADSK
-28.7%
+381.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | +1.6% | -14.5% | +16.1% | +6.5% |
| 30D | -3.0% | -19.3% | +16.3% | +3.2% |
| 3M | +5.7% | -7.8% | +13.5% | +6.5% |
| 6M | +20.0% | -20.8% | +40.7% | +26.7% |
| YTD | +20.8% | -30.2% | +51.0% | +33.4% |
| 1Y | +40.2% | -36.5% | +76.7% | +61.0% |
| 3Y | +288.1% | -5.7% | +293.8% | +272.1% |
| 5Y | +352.5% | -28.2% | +380.7% | +331.7% |
| All | +352.5% | -28.7% | +381.2% | +331.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling