+40.9%
DUK vs ADSK
-25.3%
+66.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.7% | -2.5% | +1.9% | -0.6% |
| 30D | -2.4% | -14.9% | +12.4% | -1.8% |
| 3M | -3.0% | +3.3% | -6.3% | -3.3% |
| 6M | -6.6% | -15.7% | +9.1% | -6.1% |
| YTD | +4.6% | -28.2% | +32.8% | +5.9% |
| 1Y | +1.2% | -34.5% | +35.8% | +3.0% |
| 3Y | +45.7% | -2.9% | +48.6% | +42.8% |
| All | +40.9% | -25.3% | +66.3% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling