+174.8%
MS vs ADSK
+26.6%
+148.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +0.7% | +2.1% | -1.4% | +0.2% |
| 30D | -0.9% | +11.9% | -12.8% | -3.8% |
| 3M | -13.0% | +5.7% | -18.7% | -14.5% |
| 6M | -2.0% | +7.7% | -9.7% | -4.4% |
| YTD | +7.8% | -11.0% | +18.8% | +13.0% |
| 1Y | +17.9% | -11.4% | +29.2% | +23.7% |
| 3Y | +174.8% | +28.7% | +146.1% | +146.9% |
| All | +174.8% | +26.6% | +148.2% | +146.9% |
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 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