+26.2%
MAR vs ADSK
-31.6%
+57.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +0.8% |
| 7D | -4.2% | -16.4% | +12.3% | -2.7% |
| 30D | -6.7% | -9.2% | +2.5% | -6.0% |
| 3M | -12.5% | -6.7% | -5.7% | -12.3% |
| 6M | +0.6% | -15.5% | +16.1% | +2.0% |
| YTD | +9.1% | -26.4% | +35.5% | +15.0% |
| 1Y | +26.2% | -31.9% | +58.1% | +36.9% |
| All | +26.2% | -31.6% | +57.8% | +36.9% |
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