+98.5%
FLEX vs ADSK
-31.6%
+130.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.8% | -2.1% |
| 7D | -0.9% | -16.4% | +15.5% | -8.4% |
| 30D | -10.1% | -9.2% | -0.9% | -13.1% |
| 3M | -31.3% | -6.7% | -24.6% | -29.8% |
| 6M | +71.3% | -15.5% | +86.8% | +74.3% |
| YTD | +81.2% | -26.4% | +107.6% | +87.7% |
| 1Y | +98.5% | -31.9% | +130.4% | +110.2% |
| All | +98.5% | -31.6% | +130.1% | +110.2% |
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