+615.0%
F vs ADSK
+4,900.9%
-4,285.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.7% | +3.4% |
| 7D | +5.3% | -16.4% | +21.7% | +9.6% |
| 30D | +4.6% | -9.2% | +13.8% | +6.6% |
| 3M | -3.7% | -6.7% | +3.1% | -2.8% |
| 6M | +16.8% | -15.5% | +32.3% | +19.7% |
| YTD | +15.3% | -26.4% | +41.7% | +21.4% |
| 1Y | +31.0% | -31.9% | +62.9% | +40.4% |
| 3Y | +45.4% | -1.0% | +46.4% | +41.3% |
| 5Y | +54.7% | -24.5% | +79.2% | +57.8% |
| 10Y | +98.2% | +220.4% | -122.2% | +42.3% |
| All | +615.0% | +4,900.9% | -4,285.9% | +175.2% |
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