+99.6%
DE vs ADSK
-25.3%
+125.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.6% | -2.5% | 0.0% | -2.2% |
| 30D | +9.0% | -14.9% | +23.9% | +11.3% |
| 3M | +19.1% | +3.3% | +15.8% | +17.7% |
| 6M | +14.4% | -15.7% | +30.0% | +16.3% |
| YTD | +45.9% | -28.2% | +74.2% | +52.8% |
| 1Y | +43.6% | -34.5% | +78.2% | +53.1% |
| 3Y | +75.9% | -2.9% | +78.8% | +69.8% |
| All | +99.6% | -25.3% | +125.0% | +76.2% |
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