+606.1%
COST vs ADSK
+222.2%
+383.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.2% | -2.5% | +1.3% | -0.6% |
| 30D | -4.7% | -14.9% | +10.2% | -1.5% |
| 3M | -7.1% | +3.3% | -10.4% | -8.3% |
| 6M | -8.5% | -15.7% | +7.1% | -5.9% |
| YTD | +5.4% | -28.2% | +33.6% | +12.1% |
| 1Y | -5.6% | -34.5% | +28.9% | +2.5% |
| 3Y | +68.5% | -2.9% | +71.4% | +64.1% |
| 5Y | +105.2% | -25.3% | +130.6% | +105.3% |
| All | +606.1% | +222.2% | +383.9% | +442.2% |
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 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