+7,917.6%
FLEX vs ADSK
+3,133.3%
+4,784.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.8% | +4.9% |
| 7D | -0.9% | -16.4% | +15.5% | +6.4% |
| 30D | -10.1% | -9.2% | -0.9% | -7.2% |
| 3M | -31.3% | -6.7% | -24.6% | -31.5% |
| 6M | +71.3% | -15.5% | +86.8% | +74.5% |
| YTD | +81.2% | -26.4% | +107.6% | +93.9% |
| 1Y | +98.5% | -31.9% | +130.4% | +119.2% |
| 3Y | +428.2% | -1.0% | +429.2% | +391.6% |
| 5Y | +657.3% | -24.5% | +681.8% | +659.1% |
| 10Y | +995.9% | +220.4% | +775.5% | +480.1% |
| All | +7,917.6% | +3,133.3% | +4,784.4% | +1,436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling