+25.0%
FLEX vs ADSK
-10.6%
+35.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.0% | -19.4% | -8.6% |
| 7D | -17.0% | +11.4% | -28.4% | -11.5% |
| 30D | -33.8% | +21.9% | -55.8% | -26.4% |
| 3M | -39.0% | +13.9% | -52.9% | -33.2% |
| 6M | -15.9% | +9.1% | -25.0% | -3.9% |
| YTD | +27.8% | -8.8% | +36.6% | +47.7% |
| 1Y | +25.0% | -10.2% | +35.2% | +43.9% |
| All | +25.0% | -10.6% | +35.6% | +43.9% |
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