+11,570.3%
COST vs ADSK
+4,756.5%
+6,813.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | -2.5% | -10.9% | +8.4% | -0.5% |
| 30D | -4.4% | -15.9% | +11.4% | -1.5% |
| 3M | -8.1% | -4.4% | -3.7% | -7.8% |
| 6M | -9.2% | -16.6% | +7.4% | -6.9% |
| YTD | +5.1% | -28.5% | +33.6% | +10.5% |
| 1Y | -5.1% | -34.6% | +29.6% | +1.4% |
| 3Y | +70.4% | -3.5% | +73.8% | +67.6% |
| 5Y | +104.7% | -25.6% | +130.3% | +106.9% |
| 10Y | +608.8% | +216.6% | +392.2% | +430.2% |
| All | +11,570.3% | +4,756.5% | +6,813.8% | +3,748.8% |
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