+368.6%
ASX vs ADSK
+26.4%
+342.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | +12.4% | +1.0% | +11.4% | +12.3% |
| 30D | -19.8% | +14.4% | -34.2% | -21.2% |
| 3M | -10.3% | +2.5% | -12.8% | -10.1% |
| 6M | +1.2% | +14.5% | -13.2% | -1.6% |
| YTD | +123.0% | -10.7% | +133.7% | +140.8% |
| 1Y | +145.4% | -11.0% | +156.5% | +165.4% |
| 3Y | +368.6% | +25.9% | +342.8% | +318.0% |
| All | +368.6% | +26.4% | +342.3% | +318.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling