+132,206.2%
APH vs ADSK
+4,824.2%
+127,382.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.1% | +3.1% |
| 7D | +5.0% | -16.4% | +21.4% | +9.8% |
| 30D | -3.9% | -9.2% | +5.3% | -1.9% |
| 3M | +13.0% | -6.7% | +19.7% | +13.4% |
| 6M | +25.2% | -15.5% | +40.7% | +28.2% |
| YTD | +22.9% | -26.4% | +49.3% | +30.0% |
| 1Y | +47.8% | -31.9% | +79.7% | +59.5% |
| 3Y | +283.0% | -1.0% | +284.0% | +271.0% |
| 5Y | +349.7% | -24.5% | +374.2% | +357.2% |
| 10Y | +1,061.2% | +220.4% | +840.8% | +691.3% |
| All | +132,206.2% | +4,824.2% | +127,382.1% | +48,512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling