+299.7%
ARM vs ADSK
-0.8%
+300.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.2% | -5.0% |
| 7D | +4.8% | -10.9% | +15.7% | +10.6% |
| 30D | -5.5% | -15.9% | +10.4% | +2.7% |
| 3M | -17.3% | -4.4% | -13.0% | -19.0% |
| 6M | +110.9% | -16.6% | +127.5% | +125.5% |
| YTD | +132.5% | -28.5% | +161.0% | +182.1% |
| 1Y | +64.9% | -34.6% | +99.5% | +117.6% |
| All | +299.7% | -0.8% | +300.5% | +265.7% |
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