+2,340.5%
EXC vs ADSK
+4,900.9%
-2,560.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | -0.2% |
| 7D | +0.3% | -16.4% | +16.7% | +2.1% |
| 30D | -3.7% | -9.2% | +5.5% | -2.9% |
| 3M | -1.3% | -6.7% | +5.4% | -0.9% |
| 6M | -9.7% | -15.5% | +5.8% | -8.6% |
| YTD | +2.9% | -26.4% | +29.3% | +5.4% |
| 1Y | +4.4% | -31.9% | +36.3% | +7.7% |
| 3Y | +22.2% | -1.0% | +23.2% | +20.0% |
| 5Y | +46.7% | -24.5% | +71.2% | +46.0% |
| 10Y | +155.3% | +220.4% | -65.0% | +117.6% |
| All | +2,340.5% | +4,900.9% | -2,560.3% | +1,435.3% |
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