+31,139.8%
HD vs ADSK
+4,900.9%
+26,238.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +2.7% |
| 7D | -2.1% | -16.4% | +14.4% | +1.7% |
| 30D | -8.4% | -9.2% | +0.8% | -6.7% |
| 3M | +4.3% | -6.7% | +11.1% | +5.3% |
| 6M | -11.1% | -15.5% | +4.4% | -8.8% |
| YTD | -4.7% | -26.4% | +21.7% | +0.4% |
| 1Y | -19.8% | -31.9% | +12.1% | -14.1% |
| 3Y | +4.1% | -1.0% | +5.1% | +1.6% |
| 5Y | +10.3% | -24.5% | +34.9% | +11.7% |
| 10Y | +203.2% | +220.4% | -17.2% | +119.1% |
| All | +31,139.8% | +4,900.9% | +26,238.9% | +9,474.9% |
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