+44.9%
C vs ADSK
-31.6%
+76.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +0.3% |
| 7D | +3.6% | -16.4% | +20.0% | +5.1% |
| 30D | +0.1% | -9.2% | +9.3% | +0.6% |
| 3M | +2.4% | -6.7% | +9.2% | +3.3% |
| 6M | +24.9% | -15.5% | +40.4% | +28.5% |
| YTD | +19.8% | -26.4% | +46.2% | +29.1% |
| 1Y | +44.9% | -31.9% | +76.8% | +58.4% |
| All | +44.9% | -31.6% | +76.5% | +58.4% |
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