-12.1%
DOW vs ADSK
+36.2%
-48.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.5% |
| 30D | -3.9% | -14.9% | +10.9% | +1.2% |
| 3M | -12.7% | +3.3% | -16.0% | -14.8% |
| 6M | -13.7% | -15.7% | +2.0% | -10.1% |
| YTD | +28.4% | -28.2% | +56.6% | +41.2% |
| 1Y | +21.8% | -34.5% | +56.3% | +38.9% |
| 3Y | -35.7% | -2.9% | -32.8% | -38.6% |
| 5Y | -36.8% | -25.3% | -11.5% | -36.3% |
| All | -12.1% | +36.2% | -48.2% | -39.2% |
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