+1,115.5%
FLEX vs ADSK
+222.2%
+893.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +7.0% |
| 7D | +5.7% | -2.5% | +8.2% | +6.7% |
| 30D | -7.0% | -14.9% | +7.8% | -1.2% |
| 3M | -23.8% | +3.3% | -27.1% | -27.3% |
| 6M | +82.6% | -15.7% | +98.3% | +86.4% |
| YTD | +91.6% | -28.2% | +119.9% | +109.7% |
| 1Y | +100.6% | -34.5% | +135.1% | +129.6% |
| 3Y | +479.8% | -2.9% | +482.7% | +433.4% |
| 5Y | +746.5% | -25.3% | +771.8% | +740.8% |
| All | +1,115.5% | +222.2% | +893.3% | +547.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling