-10.9%
DOW vs ADSK
+32.4%
-43.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | +0.3% |
| 7D | -6.0% | -14.5% | +8.5% | -0.8% |
| 30D | -2.7% | -19.3% | +16.6% | +4.4% |
| 3M | -10.5% | -7.8% | -2.7% | -9.1% |
| 6M | -12.4% | -20.8% | +8.3% | -6.7% |
| YTD | +30.0% | -30.2% | +60.2% | +44.4% |
| 1Y | +27.8% | -36.5% | +64.3% | +47.3% |
| 3Y | -34.9% | -5.7% | -29.2% | -37.3% |
| 5Y | -35.9% | -28.2% | -7.7% | -34.3% |
| All | -10.9% | +32.4% | -43.4% | -37.8% |
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