+68.6%
MAR vs ADSK
-3.2%
+71.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.5% | -2.5% | +2.0% | +0.1% |
| 30D | -5.4% | -14.9% | +9.5% | -1.5% |
| 3M | -15.5% | +3.3% | -18.8% | -17.3% |
| 6M | +3.0% | -15.7% | +18.6% | +6.8% |
| YTD | +8.5% | -28.2% | +36.8% | +19.5% |
| 1Y | +26.0% | -34.5% | +60.5% | +44.2% |
| 3Y | +68.6% | -2.9% | +71.5% | +61.8% |
| All | +68.6% | -3.2% | +71.8% | +61.8% |
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 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