+3,711.2%
FIX vs ADSK
+249.6%
+3,461.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.0% |
| 7D | +6.4% | -3.7% | +10.2% | +7.6% |
| 30D | -29.1% | +11.3% | -40.4% | -32.0% |
| 3M | -31.1% | +3.3% | -34.5% | -33.1% |
| 6M | -42.8% | +10.1% | -52.9% | -46.7% |
| YTD | +24.6% | -12.2% | +36.8% | +24.4% |
| 1Y | +21.9% | -13.9% | +35.8% | +22.7% |
| 3Y | +524.9% | +23.5% | +501.4% | +449.3% |
| 5Y | +1,092.2% | -20.0% | +1,112.3% | +1,069.7% |
| All | +3,711.2% | +249.6% | +3,461.6% | +2,201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling