+6,182.4%
FIX vs ADSK
+221.0%
+5,961.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.3% |
| 7D | +0.7% | -10.9% | +11.6% | +4.2% |
| 30D | -5.7% | -15.9% | +10.2% | -1.0% |
| 3M | -7.4% | -4.4% | -3.1% | -8.4% |
| 6M | +15.1% | -16.6% | +31.7% | +18.0% |
| YTD | +70.7% | -28.5% | +99.2% | +84.1% |
| 1Y | +111.9% | -34.6% | +146.6% | +136.7% |
| 3Y | +759.5% | -3.5% | +763.0% | +726.9% |
| 5Y | +2,164.4% | -25.6% | +2,190.0% | +2,185.1% |
| All | +6,182.4% | +221.0% | +5,961.4% | +3,700.4% |
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