+12,471.5%
FIX vs ADSK
+2,295.2%
+10,176.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.3% | +10.2% | +4.1% |
| 7D | +6.0% | -16.4% | +22.4% | +11.0% |
| 30D | -7.2% | -9.2% | +2.0% | -5.3% |
| 3M | -15.9% | -6.7% | -9.1% | -15.9% |
| 6M | +12.7% | -15.5% | +28.2% | +14.6% |
| YTD | +72.8% | -26.4% | +99.2% | +81.6% |
| 1Y | +122.9% | -31.9% | +154.8% | +139.4% |
| 3Y | +774.3% | -1.0% | +775.3% | +746.0% |
| 5Y | +2,049.5% | -24.5% | +2,074.0% | +2,072.7% |
| 10Y | +5,821.5% | +220.4% | +5,601.1% | +3,831.3% |
| All | +12,471.5% | +2,295.2% | +10,176.2% | +4,857.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling