+199.6%
ARM vs ADSK
+23.9%
+175.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.4% |
| 7D | +9.1% | +1.0% | +8.1% | +8.6% |
| 30D | -19.9% | +14.4% | -34.3% | -25.3% |
| 3M | -31.6% | +2.5% | -34.1% | -33.2% |
| 6M | -13.9% | +14.5% | -28.3% | -22.8% |
| YTD | +74.3% | -10.7% | +85.0% | +87.6% |
| 1Y | +35.8% | -11.0% | +46.8% | +46.4% |
| 3Y | +268.6% | +25.9% | +242.7% | +184.6% |
| All | +199.6% | +23.9% | +175.7% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling