+127,881.2%
APH vs ADSK
+5,778.0%
+122,103.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -5.0% | +3.1% | -8.1% | -6.0% |
| 30D | -8.4% | +10.5% | -18.9% | -11.3% |
| 3M | -4.5% | +1.6% | -6.1% | -6.2% |
| 6M | +25.3% | +6.4% | +18.9% | +20.1% |
| YTD | +18.9% | -12.1% | +31.0% | +18.9% |
| 1Y | +11.9% | -12.9% | +24.9% | +12.2% |
| 3Y | +278.0% | +23.5% | +254.4% | +242.3% |
| 5Y | +306.4% | -18.9% | +325.3% | +301.7% |
| 10Y | +955.2% | +253.9% | +701.2% | +593.3% |
| All | +127,881.2% | +5,778.0% | +122,103.2% | +44,364.9% |
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 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