+256.3%
ASX vs ADSK
-35.0%
+291.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -2.7% |
| 7D | +6.5% | -10.9% | +17.4% | +3.9% |
| 30D | +3.1% | -15.9% | +19.0% | -0.4% |
| 3M | +17.4% | -4.4% | +21.7% | +19.2% |
| 6M | +85.4% | -16.6% | +102.1% | +88.3% |
| YTD | +150.1% | -28.5% | +178.6% | +164.8% |
| 1Y | +256.3% | -34.6% | +290.9% | +279.7% |
| All | +256.3% | -35.0% | +291.3% | +279.7% |
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 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