+311.3%
ARM vs ADSK
-0.5%
+311.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.4% | +5.1% |
| 7D | +11.4% | -14.3% | +25.7% | +20.1% |
| 30D | -7.4% | -14.8% | +7.4% | -0.2% |
| 3M | -24.5% | -5.7% | -18.8% | -25.1% |
| 6M | +128.7% | -18.7% | +147.3% | +150.0% |
| YTD | +139.3% | -28.3% | +167.6% | +190.1% |
| 1Y | +88.0% | -35.1% | +123.0% | +150.1% |
| All | +311.3% | -0.5% | +311.8% | +276.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling