+14.4%
FIX vs ADSK
-10.6%
+25.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.0% | -22.1% | -11.7% |
| 7D | -18.9% | +11.4% | -30.3% | -14.1% |
| 30D | -36.3% | +21.9% | -58.2% | -30.1% |
| 3M | -38.5% | +13.9% | -52.4% | -33.4% |
| 6M | -42.3% | +9.1% | -51.4% | -35.1% |
| YTD | +17.1% | -8.8% | +25.9% | +41.9% |
| 1Y | +14.4% | -10.2% | +24.6% | +39.8% |
| All | +14.4% | -10.6% | +25.0% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling