+19.3%
ARM vs ADSK
-10.6%
+30.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.0% | -12.3% | -4.0% |
| 7D | -18.7% | +11.4% | -30.1% | -16.9% |
| 30D | -36.7% | +21.9% | -58.6% | -34.6% |
| 3M | -31.6% | +13.9% | -45.5% | -29.0% |
| 6M | -5.6% | +9.1% | -14.7% | +1.9% |
| YTD | +75.5% | -8.8% | +84.2% | +91.7% |
| 1Y | +19.3% | -10.2% | +29.6% | +31.0% |
| All | +19.3% | -10.6% | +30.0% | +31.0% |
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