+158.8%
B vs ADSK
-28.7%
+187.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.5% |
| 7D | +1.0% | -14.5% | +15.6% | +3.1% |
| 30D | +9.5% | -19.3% | +28.8% | +12.5% |
| 3M | +14.3% | -7.8% | +22.1% | +15.1% |
| 6M | -1.9% | -20.8% | +18.9% | +0.7% |
| YTD | +4.1% | -30.2% | +34.3% | +8.9% |
| 1Y | +56.1% | -36.5% | +92.6% | +65.9% |
| 3Y | +202.0% | -5.7% | +207.7% | +196.7% |
| 5Y | +158.8% | -28.2% | +187.0% | +152.4% |
| All | +158.8% | -28.7% | +187.5% | +152.4% |
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