+155.8%
EXC vs ADSK
+222.2%
-66.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.1% | -2.5% | +1.4% | -0.7% |
| 30D | -3.6% | -14.9% | +11.2% | -1.3% |
| 3M | -4.3% | +3.3% | -7.6% | -5.3% |
| 6M | -9.9% | -15.7% | +5.7% | -8.2% |
| YTD | +1.8% | -28.2% | +30.0% | +6.4% |
| 1Y | +2.9% | -34.5% | +37.4% | +9.2% |
| 3Y | +19.1% | -2.9% | +22.0% | +14.7% |
| 5Y | +44.8% | -25.3% | +70.2% | +42.9% |
| All | +155.8% | +222.2% | -66.4% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling