+291.5%
C vs ADSK
+221.0%
+70.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | +0.3% | -10.9% | +11.2% | +4.3% |
| 30D | +2.0% | -15.9% | +17.9% | +8.0% |
| 3M | +4.4% | -4.4% | +8.7% | +4.2% |
| 6M | +28.3% | -16.6% | +45.0% | +34.1% |
| YTD | +20.5% | -28.5% | +49.0% | +32.9% |
| 1Y | +45.5% | -34.6% | +80.2% | +66.1% |
| 3Y | +274.0% | -3.5% | +277.5% | +260.8% |
| 5Y | +136.1% | -25.6% | +161.7% | +139.3% |
| All | +291.5% | +221.0% | +70.5% | +133.3% |
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