+2,166.4%
FIX vs ADSK
-28.7%
+2,195.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.3% |
| 7D | +3.5% | -14.5% | +18.1% | +7.8% |
| 30D | -3.5% | -19.3% | +15.8% | +1.8% |
| 3M | -11.8% | -7.8% | -4.0% | -11.7% |
| 6M | +17.8% | -20.8% | +38.6% | +23.1% |
| YTD | +73.3% | -30.2% | +103.5% | +89.5% |
| 1Y | +128.1% | -36.5% | +164.6% | +159.7% |
| 3Y | +772.7% | -5.7% | +778.4% | +747.8% |
| 5Y | +2,166.4% | -28.2% | +2,194.6% | +2,152.6% |
| All | +2,166.4% | -28.7% | +2,195.2% | +2,152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling