+201.4%
B vs ADSK
+222.2%
-20.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -2.4% | -2.5% | +0.1% | -2.1% |
| 30D | +6.3% | -14.9% | +21.2% | +8.3% |
| 3M | +12.1% | +3.3% | +8.8% | +11.3% |
| 6M | -3.1% | -15.7% | +12.6% | -1.7% |
| YTD | +2.0% | -28.2% | +30.2% | +5.5% |
| 1Y | +51.7% | -34.5% | +86.2% | +58.8% |
| 3Y | +190.5% | -2.9% | +193.4% | +186.2% |
| 5Y | +158.0% | -25.3% | +183.3% | +157.1% |
| All | +201.4% | +222.2% | -20.8% | +134.6% |
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