+126,856.7%
APH vs ADSK
+5,775.8%
+121,081.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.4% | -3.7% | +4.1% | +1.4% |
| 30D | -8.0% | +11.3% | -19.3% | -11.1% |
| 3M | -5.0% | +3.3% | -8.3% | -7.1% |
| 6M | +29.9% | +10.1% | +19.8% | +23.4% |
| YTD | +18.0% | -12.2% | +30.1% | +17.9% |
| 1Y | +11.3% | -13.9% | +25.2% | +11.9% |
| 3Y | +274.9% | +23.5% | +251.5% | +239.6% |
| 5Y | +300.6% | -20.0% | +320.6% | +297.4% |
| 10Y | +944.2% | +252.3% | +691.9% | +586.9% |
| All | +126,856.7% | +5,775.8% | +121,081.0% | +44,013.4% |
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