+40.4%
EXC vs ADSK
-20.1%
+60.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | +1.4% | +1.0% | +0.3% | +1.3% |
| 30D | +8.6% | +14.4% | -5.8% | +7.5% |
| 3M | +2.4% | +2.5% | -0.1% | +2.1% |
| 6M | +6.5% | +14.5% | -8.0% | +5.1% |
| YTD | +9.0% | -10.7% | +19.7% | +9.7% |
| 1Y | +4.6% | -11.0% | +15.6% | +5.2% |
| 3Y | +33.5% | +25.9% | +7.6% | +27.0% |
| All | +40.4% | -20.1% | +60.5% | +33.7% |
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