+14,278.6%
DE vs ADSK
+4,756.5%
+9,522.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.4% |
| 7D | -2.4% | -10.9% | +8.5% | -0.1% |
| 30D | +9.7% | -15.9% | +25.6% | +13.4% |
| 3M | +21.4% | -4.4% | +25.7% | +21.4% |
| 6M | +15.0% | -16.6% | +31.6% | +17.8% |
| YTD | +46.4% | -28.5% | +74.9% | +54.2% |
| 1Y | +45.6% | -34.6% | +80.3% | +56.1% |
| 3Y | +76.8% | -3.5% | +80.2% | +72.0% |
| 5Y | +99.4% | -25.6% | +125.0% | +98.9% |
| 10Y | +864.6% | +216.6% | +648.0% | +587.3% |
| All | +14,278.6% | +4,756.5% | +9,522.1% | +5,375.4% |
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