+329.1%
APP vs ADSK
-28.7%
+357.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | +0.1% |
| 7D | -4.4% | -14.5% | +10.1% | +9.3% |
| 30D | -10.0% | -19.3% | +9.3% | +7.4% |
| 3M | -41.4% | -7.8% | -33.6% | -39.9% |
| 6M | -41.0% | -20.8% | -20.3% | -30.8% |
| YTD | -54.7% | -30.2% | -24.5% | -39.9% |
| 1Y | -45.3% | -36.5% | -8.9% | -21.0% |
| 3Y | +624.3% | -5.7% | +630.0% | +583.7% |
| 5Y | +329.1% | -28.2% | +357.3% | +391.1% |
| All | +329.1% | -28.7% | +357.8% | +391.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling