+382.3%
APP vs ADSK
-29.4%
+411.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +1.0% |
| 7D | +0.3% | -10.9% | +11.2% | +10.1% |
| 30D | -1.3% | -15.9% | +14.6% | +12.9% |
| 3M | -36.2% | -4.4% | -31.8% | -36.7% |
| 6M | -34.1% | -16.6% | -17.5% | -26.7% |
| YTD | -53.3% | -28.5% | -24.8% | -39.8% |
| 1Y | -44.5% | -34.6% | -9.9% | -22.7% |
| 3Y | +646.7% | -3.5% | +650.1% | +599.3% |
| 5Y | +306.4% | -25.6% | +332.0% | +342.5% |
| All | +382.3% | -29.4% | +411.8% | +386.6% |
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