+887.9%
APP vs ADSK
+26.4%
+861.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +2.7% |
| 7D | +4.6% | +1.0% | +3.5% | +4.0% |
| 30D | +56.0% | +14.4% | +41.6% | +42.0% |
| 3M | +30.8% | +2.5% | +28.3% | +26.5% |
| 6M | -9.8% | +14.5% | -24.2% | -21.5% |
| YTD | -39.3% | -10.7% | -28.6% | -35.2% |
| 1Y | -26.4% | -11.0% | -15.4% | -21.1% |
| 3Y | +887.9% | +25.9% | +862.1% | +757.1% |
| All | +887.9% | +26.4% | +861.6% | +757.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling