+5.2%
LOW vs ADSK
-25.3%
+30.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.7% | -2.5% | -1.2% | -3.0% |
| 30D | -8.9% | -14.9% | +6.0% | -4.8% |
| 3M | -10.4% | +3.3% | -13.7% | -12.0% |
| 6M | -19.4% | -15.7% | -3.7% | -16.5% |
| YTD | -17.1% | -28.2% | +11.1% | -9.9% |
| 1Y | -26.3% | -34.5% | +8.3% | -17.3% |
| 3Y | -9.9% | -2.9% | -7.0% | -14.4% |
| All | +5.2% | -25.3% | +30.6% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling