-13.3%
F vs ADSK
-19.5%
+6.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +1.0% | +3.1% | -2.1% | -0.1% |
| 30D | +2.1% | +10.5% | -8.4% | -1.5% |
| 3M | -10.3% | +1.6% | -11.8% | -11.4% |
| 6M | +3.3% | +6.4% | -3.1% | -0.7% |
| YTD | -2.0% | -12.1% | +10.1% | +0.5% |
| 1Y | -2.3% | -12.9% | +10.6% | +0.6% |
| 3Y | +49.9% | +23.5% | +26.4% | +26.8% |
| All | -13.3% | -19.5% | +6.2% | -25.9% |
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