+36.2%
LIN vs ADSK
+28.8%
+7.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | -0.8% |
| 7D | +0.2% | +4.9% | -4.7% | -0.4% |
| 30D | +6.5% | +11.3% | -4.9% | +5.1% |
| 3M | +5.5% | +7.9% | -2.5% | +4.3% |
| 6M | +3.3% | +7.7% | -4.3% | +2.1% |
| YTD | +22.0% | -11.6% | +33.6% | +24.4% |
| 1Y | +25.7% | -11.2% | +37.0% | +28.0% |
| 3Y | +36.2% | +29.6% | +6.7% | +31.3% |
| All | +36.2% | +28.8% | +7.4% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling