+86.1%
ARM vs ADSK
-31.6%
+117.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.3% | +12.2% | +3.6% |
| 7D | +5.5% | -16.4% | +21.9% | +4.9% |
| 30D | -8.2% | -9.2% | +1.0% | -8.2% |
| 3M | -35.9% | -6.7% | -29.2% | -34.0% |
| 6M | +103.1% | -15.5% | +118.6% | +112.1% |
| YTD | +130.6% | -26.4% | +157.0% | +152.7% |
| 1Y | +86.1% | -31.9% | +118.0% | +109.6% |
| All | +86.1% | -31.6% | +117.7% | +109.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling