+3,553.2%
FIX vs ADSK
+255.5%
+3,297.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | +9.4% | +1.0% | +8.4% | +9.1% |
| 30D | -27.8% | +14.4% | -42.2% | -31.4% |
| 3M | -35.6% | +2.5% | -38.1% | -37.1% |
| 6M | -45.2% | +14.5% | -59.7% | -49.6% |
| YTD | +19.5% | -10.7% | +30.1% | +18.7% |
| 1Y | +24.2% | -11.0% | +35.3% | +23.6% |
| 3Y | +494.2% | +25.9% | +468.3% | +419.2% |
| 5Y | +1,036.1% | -19.7% | +1,055.8% | +1,014.2% |
| All | +3,553.2% | +255.5% | +3,297.6% | +2,095.5% |
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 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