+2,523.6%
DUK vs ADSK
+4,774.6%
-2,251.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -0.7% | -2.5% | +1.9% | -0.5% |
| 30D | -2.4% | -14.9% | +12.4% | -1.3% |
| 3M | -3.0% | +3.3% | -6.3% | -3.4% |
| 6M | -6.6% | -15.7% | +9.1% | -5.7% |
| YTD | +4.6% | -28.2% | +32.8% | +6.7% |
| 1Y | +1.2% | -34.5% | +35.8% | +4.0% |
| 3Y | +45.7% | -2.9% | +48.6% | +43.9% |
| 5Y | +40.3% | -25.3% | +65.6% | +39.8% |
| 10Y | +129.9% | +217.8% | -87.9% | +100.6% |
| All | +2,523.6% | +4,774.6% | -2,251.1% | +1,635.8% |
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