+790.7%
FIX vs ADSK
-3.8%
+794.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +2.9% |
| 7D | +6.1% | -14.3% | +20.4% | +9.2% |
| 30D | -2.7% | -14.8% | +12.1% | +0.1% |
| 3M | -10.9% | -5.7% | -5.2% | -11.2% |
| 6M | +29.0% | -18.7% | +47.7% | +35.3% |
| YTD | +76.9% | -28.3% | +105.2% | +98.4% |
| 1Y | +130.7% | -35.1% | +165.8% | +175.2% |
| 3Y | +790.7% | -3.2% | +793.8% | +753.1% |
| All | +790.7% | -3.8% | +794.5% | +753.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling