+421.5%
CARR vs ADSK
+50.2%
+371.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | -3.8% | -2.5% | -1.2% | -3.0% |
| 30D | -8.9% | -14.9% | +6.0% | -4.2% |
| 3M | -17.3% | +3.3% | -20.6% | -19.7% |
| 6M | -1.4% | -15.7% | +14.3% | +1.8% |
| YTD | +10.0% | -28.2% | +38.2% | +20.3% |
| 1Y | -6.4% | -34.5% | +28.2% | +6.3% |
| 3Y | +1.5% | -2.9% | +4.4% | -4.3% |
| 5Y | +9.3% | -25.3% | +34.6% | +8.9% |
| All | +421.5% | +50.2% | +371.3% | +246.0% |
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