+207.0%
C vs ADSK
+255.5%
-48.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.7% |
| 7D | +4.2% | +1.0% | +3.1% | +3.8% |
| 30D | +2.0% | +14.4% | -12.4% | -3.1% |
| 3M | -10.1% | +2.5% | -12.6% | -11.9% |
| 6M | +1.0% | +14.5% | -13.5% | -6.3% |
| YTD | +8.5% | -10.7% | +19.1% | +9.7% |
| 1Y | +25.7% | -11.0% | +36.8% | +27.3% |
| 3Y | +216.0% | +25.9% | +190.1% | +175.4% |
| 5Y | +112.3% | -19.7% | +132.0% | +110.7% |
| All | +207.0% | +255.5% | -48.5% | +81.1% |
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