+86.1%
MA vs ADSK
-21.5%
+107.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.5% | -3.6% | +3.1% | +0.7% |
| 30D | +7.9% | +12.6% | -4.7% | +3.8% |
| 3M | +16.8% | +4.0% | +12.8% | +14.5% |
| 6M | +31.0% | +10.5% | +20.5% | +25.1% |
| YTD | +15.0% | -12.3% | +27.4% | +17.9% |
| 1Y | +17.0% | -14.0% | +31.0% | +20.7% |
| 3Y | +68.5% | +23.2% | +45.2% | +48.9% |
| All | +86.1% | -21.5% | +107.6% | +67.8% |
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