+6,288.2%
MS vs ADSK
+4,013.5%
+2,274.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.5% | +3.4% |
| 7D | +1.4% | -16.4% | +17.8% | +8.2% |
| 30D | -0.3% | -9.2% | +9.0% | +2.9% |
| 3M | +0.3% | -6.7% | +7.0% | +1.1% |
| 6M | +31.3% | -15.5% | +46.8% | +36.3% |
| YTD | +24.7% | -26.4% | +51.0% | +35.6% |
| 1Y | +47.9% | -31.9% | +79.8% | +65.6% |
| 3Y | +178.3% | -1.0% | +179.3% | +166.5% |
| 5Y | +144.9% | -24.5% | +169.4% | +148.7% |
| 10Y | +804.5% | +220.4% | +584.1% | +394.8% |
| All | +6,288.2% | +4,013.5% | +2,274.7% | +1,340.5% |
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