+507.9%
F vs ADSK
+5,869.6%
-5,361.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +1.0% | +3.1% | -2.1% | +0.2% |
| 30D | +2.1% | +10.5% | -8.4% | -0.3% |
| 3M | -10.3% | +1.6% | -11.8% | -11.1% |
| 6M | +3.3% | +6.4% | -3.1% | +0.5% |
| YTD | -2.0% | -12.1% | +10.1% | -1.2% |
| 1Y | -2.3% | -12.9% | +10.6% | -1.3% |
| 3Y | +49.9% | +23.5% | +26.4% | +38.2% |
| 5Y | -12.5% | -18.9% | +6.4% | -12.5% |
| 10Y | +74.3% | +253.9% | -179.7% | +21.8% |
| All | +507.9% | +5,869.6% | -5,361.8% | +124.1% |
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