-35.7%
DOW vs ADSK
-3.2%
-32.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.1% |
| 7D | -1.4% | -2.5% | +1.1% | -0.8% |
| 30D | -3.9% | -14.9% | +10.9% | -0.5% |
| 3M | -12.7% | +3.3% | -16.0% | -14.2% |
| 6M | -13.7% | -15.7% | +2.0% | -10.7% |
| YTD | +28.4% | -28.2% | +56.6% | +39.3% |
| 1Y | +21.8% | -34.5% | +56.3% | +36.6% |
| 3Y | -35.7% | -2.9% | -32.8% | -39.5% |
| All | -35.7% | -3.2% | -32.5% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling