+2,486.5%
EXC vs ADSK
+5,968.5%
-3,482.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +2.4% | +2.5% | -0.1% | +1.9% |
| 6M | +6.5% | +14.5% | -8.0% | +4.5% |
| YTD | +9.0% | -10.7% | +19.7% | +9.4% |
| 1Y | +4.6% | -11.0% | +15.6% | +4.9% |
| 3Y | +33.5% | +25.9% | +7.6% | +27.8% |
| 5Y | +41.4% | -19.7% | +61.1% | +39.8% |
| 10Y | +204.3% | +258.2% | -54.0% | +155.8% |
| All | +2,486.5% | +5,968.5% | -3,482.0% | +1,493.2% |
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