+24.4%
LIN vs ADSK
-12.0%
+36.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +2.1% | +1.0% | +1.1% | +2.1% |
| 30D | +6.8% | +14.4% | -7.6% | +6.4% |
| 3M | +10.4% | +2.5% | +7.9% | +10.0% |
| 6M | +3.2% | +14.5% | -11.3% | +2.8% |
| YTD | +24.6% | -10.7% | +35.3% | +24.2% |
| 1Y | +24.4% | -11.0% | +35.4% | +24.2% |
| All | +24.4% | -12.0% | +36.4% | +24.2% |
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