+489.5%
F vs ADSK
+5,968.5%
-5,479.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | 0.0% | +14.4% | -14.4% | -3.1% |
| 3M | -13.2% | +2.5% | -15.7% | -14.2% |
| 6M | -10.2% | +14.5% | -24.7% | -14.1% |
| YTD | -4.9% | -10.7% | +5.7% | -4.5% |
| 1Y | -6.1% | -11.0% | +4.9% | -5.6% |
| 3Y | +46.0% | +25.9% | +20.1% | +34.0% |
| 5Y | -15.7% | -19.7% | +4.0% | -15.6% |
| 10Y | +64.3% | +258.2% | -193.9% | +14.5% |
| All | +489.5% | +5,968.5% | -5,479.0% | +116.5% |
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