+953.3%
ASX vs ADSK
+222.2%
+731.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +5.2% | -2.5% | +7.7% | +6.1% |
| 30D | +0.5% | -14.9% | +15.4% | +6.1% |
| 3M | +8.3% | +3.3% | +5.0% | +4.0% |
| 6M | +82.0% | -15.7% | +97.7% | +87.5% |
| YTD | +147.6% | -28.2% | +175.9% | +171.1% |
| 1Y | +258.8% | -34.5% | +293.4% | +308.3% |
| 3Y | +452.1% | -2.9% | +455.0% | +422.1% |
| 5Y | +441.7% | -25.3% | +467.1% | +448.5% |
| All | +953.3% | +222.2% | +731.1% | +565.1% |
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 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