+282.7%
FLEX vs ADSK
+26.4%
+256.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.0% |
| 7D | +7.5% | +1.0% | +6.4% | +7.5% |
| 30D | -25.3% | +14.4% | -39.7% | -25.7% |
| 3M | -39.7% | +2.5% | -42.2% | -39.3% |
| 6M | -47.9% | +14.5% | -62.3% | -48.2% |
| YTD | +24.1% | -10.7% | +34.8% | +35.0% |
| 1Y | +26.0% | -11.0% | +37.0% | +37.1% |
| 3Y | +282.7% | +25.9% | +256.8% | +271.1% |
| All | +282.7% | +26.4% | +256.3% | +271.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling