+136.1%
C vs ADSK
-26.7%
+162.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | +0.3% | -10.9% | +11.2% | +3.5% |
| 30D | +2.0% | -15.9% | +17.9% | +6.8% |
| 3M | +4.4% | -4.4% | +8.7% | +4.2% |
| 6M | +28.3% | -16.6% | +45.0% | +33.3% |
| YTD | +20.5% | -28.5% | +49.0% | +31.2% |
| 1Y | +45.5% | -34.6% | +80.2% | +63.4% |
| 3Y | +274.0% | -3.5% | +277.5% | +265.1% |
| 5Y | +136.1% | -25.6% | +161.7% | +120.2% |
| All | +136.1% | -26.7% | +162.8% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling