+31.0%
F vs ADSK
-31.6%
+62.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.7% | +1.3% |
| 7D | +5.3% | -16.4% | +21.7% | +5.0% |
| 30D | +4.6% | -9.2% | +13.8% | +4.5% |
| 3M | -3.7% | -6.7% | +3.1% | -3.5% |
| 6M | +16.8% | -15.5% | +32.3% | +17.4% |
| YTD | +15.3% | -26.4% | +41.7% | +19.8% |
| 1Y | +31.0% | -31.9% | +62.9% | +44.4% |
| All | +31.0% | -31.6% | +62.6% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling