+1,044.0%
C vs ADSK
+5,968.5%
-4,924.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | +4.2% | +1.0% | +3.1% | +3.8% |
| 30D | +2.0% | +14.4% | -12.4% | -2.6% |
| 3M | -10.1% | +2.5% | -12.6% | -11.8% |
| 6M | +1.0% | +14.5% | -13.5% | -5.5% |
| YTD | +8.5% | -10.7% | +19.1% | +9.1% |
| 1Y | +25.7% | -11.0% | +36.8% | +26.6% |
| 3Y | +216.0% | +25.9% | +190.1% | +181.4% |
| 5Y | +112.3% | -19.7% | +132.0% | +109.9% |
| 10Y | +217.8% | +258.2% | -40.4% | +85.9% |
| All | +1,044.0% | +5,968.5% | -4,924.5% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling