+3.3%
BLK vs ADSK
-31.6%
+34.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +7.9% | +0.8% |
| 7D | -3.6% | -16.4% | +12.8% | -1.1% |
| 30D | -1.0% | -9.2% | +8.2% | +0.3% |
| 3M | +10.4% | -6.7% | +17.1% | +11.4% |
| 6M | +8.2% | -15.5% | +23.7% | +11.3% |
| YTD | +6.0% | -26.4% | +32.4% | +13.6% |
| 1Y | +3.3% | -31.9% | +35.2% | +14.4% |
| All | +3.3% | -31.6% | +34.9% | +14.4% |
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 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