+45.6%
EXC vs ADSK
-26.7%
+72.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | -1.6% | -10.9% | +9.3% | -0.9% |
| 30D | -2.4% | -15.9% | +13.5% | -1.3% |
| 3M | -4.0% | -4.4% | +0.4% | -3.9% |
| 6M | -9.8% | -16.6% | +6.9% | -8.9% |
| YTD | +2.3% | -28.5% | +30.8% | +4.6% |
| 1Y | +3.8% | -34.6% | +38.5% | +7.0% |
| 3Y | +19.7% | -3.5% | +23.2% | +16.5% |
| 5Y | +45.6% | -25.6% | +71.2% | +36.4% |
| All | +45.6% | -26.7% | +72.3% | +36.4% |
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