+916.7%
APO vs ADSK
+222.2%
+694.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -3.5% | -2.5% | -1.0% | -2.4% |
| 30D | -6.6% | -14.9% | +8.3% | +0.4% |
| 3M | -3.3% | +3.3% | -6.6% | -6.5% |
| 6M | +22.6% | -15.7% | +38.3% | +29.6% |
| YTD | -9.8% | -28.2% | +18.5% | +2.6% |
| 1Y | -3.9% | -34.5% | +30.7% | +14.5% |
| 3Y | +52.5% | -2.9% | +55.4% | +47.1% |
| 5Y | +134.0% | -25.3% | +159.3% | +145.2% |
| All | +916.7% | +222.2% | +694.5% | +510.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling