+725.7%
FLEX vs ADSK
-28.7%
+754.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.7% |
| 7D | +6.4% | -14.5% | +20.9% | +11.0% |
| 30D | -5.9% | -19.3% | +13.4% | -0.3% |
| 3M | -23.5% | -7.8% | -15.7% | -23.3% |
| 6M | +83.7% | -20.8% | +104.5% | +91.9% |
| YTD | +86.5% | -30.2% | +116.7% | +104.6% |
| 1Y | +100.5% | -36.5% | +137.0% | +129.6% |
| 3Y | +469.8% | -5.7% | +475.6% | +437.8% |
| 5Y | +725.7% | -28.2% | +753.8% | +656.0% |
| All | +725.7% | -28.7% | +754.4% | +656.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling