-55.4%
APP vs ADSK
-10.6%
-44.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.0% | +3.6% | +7.3% |
| 7D | +4.5% | +11.4% | -6.9% | -0.8% |
| 30D | -3.6% | +21.9% | -25.5% | -12.5% |
| 3M | -35.3% | +13.9% | -49.1% | -40.2% |
| 6M | -42.8% | +9.1% | -51.9% | -45.4% |
| YTD | -59.7% | -8.8% | -50.9% | -56.2% |
| 1Y | -55.4% | -10.2% | -45.1% | -50.9% |
| All | -55.4% | -10.6% | -44.7% | -50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling