+65.9%
BLK vs ADSK
-3.2%
+69.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -3.3% | -2.5% | -0.8% | -2.6% |
| 30D | -6.5% | -14.9% | +8.4% | -2.2% |
| 3M | +6.7% | +3.3% | +3.4% | +4.5% |
| 6M | +14.7% | -15.7% | +30.4% | +19.5% |
| YTD | +2.5% | -28.2% | +30.8% | +13.6% |
| 1Y | -2.8% | -34.5% | +31.8% | +11.9% |
| 3Y | +65.9% | -2.9% | +68.8% | +57.5% |
| All | +65.9% | -3.2% | +69.1% | +57.5% |
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