+391.7%
APP vs ADSK
-27.3%
+419.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.3% | +10.5% | +9.4% |
| 7D | +0.9% | -16.4% | +17.3% | +16.9% |
| 30D | -23.3% | -9.2% | -14.1% | -18.2% |
| 3M | -42.6% | -6.7% | -35.9% | -41.6% |
| 6M | -33.6% | -15.5% | -18.1% | -26.7% |
| YTD | -52.4% | -26.4% | -26.0% | -40.2% |
| 1Y | -35.9% | -31.9% | -4.0% | -14.0% |
| 3Y | +642.2% | -1.0% | +643.2% | +580.0% |
| 5Y | +311.1% | -24.5% | +335.6% | +337.9% |
| All | +391.7% | -27.3% | +419.0% | +383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling