+45.7%
DUK vs ADSK
-3.2%
+48.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.7% | -2.5% | +1.9% | -0.7% |
| 30D | -2.4% | -14.9% | +12.4% | -2.7% |
| 3M | -3.0% | +3.3% | -6.3% | -2.9% |
| 6M | -6.6% | -15.7% | +9.1% | -6.9% |
| YTD | +4.6% | -28.2% | +32.8% | +3.9% |
| 1Y | +1.2% | -34.5% | +35.8% | +0.5% |
| 3Y | +45.7% | -2.9% | +48.6% | +40.6% |
| All | +45.7% | -3.2% | +48.9% | +40.6% |
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