+43.7%
F vs ADSK
-28.7%
+72.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -3.0% |
| 7D | -4.9% | -14.5% | +9.6% | +0.3% |
| 30D | -2.9% | -19.3% | +16.4% | +4.3% |
| 3M | -9.1% | -7.8% | -1.3% | -7.6% |
| 6M | +12.9% | -20.8% | +33.7% | +20.5% |
| YTD | +6.1% | -30.2% | +36.3% | +18.4% |
| 1Y | +22.5% | -36.5% | +59.0% | +42.5% |
| 3Y | +32.1% | -5.7% | +37.8% | +23.5% |
| 5Y | +43.7% | -28.2% | +71.9% | +35.0% |
| All | +43.7% | -28.7% | +72.4% | +35.0% |
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