+67.6%
MA vs ADSK
-26.7%
+94.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | -3.5% | -10.9% | +7.4% | +0.1% |
| 30D | +0.7% | -15.9% | +16.6% | +6.1% |
| 3M | +15.8% | -4.4% | +20.2% | +16.3% |
| 6M | +10.2% | -16.6% | +26.9% | +15.4% |
| YTD | -0.5% | -28.5% | +28.0% | +9.3% |
| 1Y | -1.8% | -34.6% | +32.8% | +11.2% |
| 3Y | +38.7% | -3.5% | +42.2% | +33.2% |
| 5Y | +67.6% | -25.6% | +93.2% | +56.3% |
| All | +67.6% | -26.7% | +94.3% | +56.3% |
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 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