+24.2%
FIX vs ADSK
-12.0%
+36.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -0.5% |
| 7D | +9.4% | +1.0% | +8.4% | +10.0% |
| 30D | -27.8% | +14.4% | -42.2% | -22.5% |
| 3M | -35.6% | +2.5% | -38.1% | -33.1% |
| 6M | -45.2% | +14.5% | -59.7% | -38.4% |
| YTD | +19.5% | -10.7% | +30.1% | +41.1% |
| 1Y | +24.2% | -11.0% | +35.3% | +46.6% |
| All | +24.2% | -12.0% | +36.2% | +46.6% |
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