+39.4%
GM vs ADSK
-10.6%
+50.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.0% | -2.4% | +4.0% |
| 7D | +12.1% | +11.4% | +0.6% | +11.1% |
| 30D | +15.2% | +21.9% | -6.7% | +13.3% |
| 3M | +4.9% | +13.9% | -9.0% | +3.4% |
| 6M | +22.6% | +9.1% | +13.5% | +21.1% |
| YTD | +14.4% | -8.8% | +23.2% | +14.3% |
| 1Y | +39.4% | -10.2% | +49.6% | +40.5% |
| All | +39.4% | -10.6% | +50.1% | +40.5% |
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