+2,460.4%
MAR vs ADSK
+1,739.4%
+721.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.6% |
| 7D | -0.5% | -14.5% | +14.0% | +4.2% |
| 30D | -4.7% | -19.3% | +14.6% | +1.4% |
| 3M | -15.6% | -7.8% | -7.8% | -14.4% |
| 6M | +1.2% | -20.8% | +22.0% | +6.9% |
| YTD | +7.5% | -30.2% | +37.7% | +17.4% |
| 1Y | +26.6% | -36.5% | +63.1% | +42.2% |
| 3Y | +66.0% | -5.7% | +71.7% | +63.2% |
| 5Y | +154.1% | -28.2% | +182.3% | +163.4% |
| 10Y | +441.9% | +209.1% | +232.7% | +252.4% |
| All | +2,460.4% | +1,739.4% | +721.0% | +841.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling