+71.4%
ARM vs ADSK
-36.5%
+107.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +0.9% |
| 7D | +12.5% | -14.5% | +27.0% | +11.8% |
| 30D | -1.4% | -19.3% | +18.0% | -1.9% |
| 3M | -18.7% | -7.8% | -10.9% | -17.5% |
| 6M | +124.6% | -20.8% | +145.4% | +134.7% |
| YTD | +141.7% | -30.2% | +171.9% | +163.7% |
| All | +71.4% | -36.5% | +107.9% | +91.3% |
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 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