+272.1%
C vs ADSK
-5.9%
+278.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.5% |
| 7D | +2.6% | -14.5% | +17.1% | +7.0% |
| 30D | +1.9% | -19.3% | +21.2% | +7.7% |
| 3M | +2.8% | -7.8% | +10.6% | +3.6% |
| 6M | +30.6% | -20.8% | +51.3% | +38.5% |
| YTD | +19.9% | -30.2% | +50.1% | +33.6% |
| 1Y | +44.6% | -36.5% | +81.0% | +67.7% |
| All | +272.1% | -5.9% | +278.0% | +259.3% |
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 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