+527.5%
APP vs ADSK
-11.8%
+539.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +2.3% |
| 7D | +4.6% | +1.0% | +3.5% | +3.8% |
| 30D | +56.0% | +14.4% | +41.6% | +37.9% |
| 3M | +30.8% | +2.5% | +28.3% | +24.5% |
| 6M | -9.8% | +14.5% | -24.2% | -24.9% |
| YTD | -39.3% | -10.7% | -28.6% | -36.3% |
| 1Y | -26.4% | -11.0% | -15.4% | -22.4% |
| 3Y | +887.9% | +25.9% | +862.1% | +620.0% |
| 5Y | +264.1% | -19.7% | +283.8% | +241.7% |
| All | +527.5% | -11.8% | +539.2% | +414.9% |
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 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