+5,484.3%
MS vs ADSK
+4,798.4%
+685.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +3.7% | -3.6% | +7.3% | +5.1% |
| 30D | +2.0% | +12.6% | -10.6% | -2.8% |
| 3M | -12.6% | +4.0% | -16.5% | -14.9% |
| 6M | -0.3% | +10.5% | -10.7% | -6.7% |
| YTD | +9.0% | -12.3% | +21.3% | +10.1% |
| 1Y | +13.9% | -14.0% | +27.9% | +15.9% |
| 3Y | +173.6% | +23.2% | +150.4% | +139.5% |
| 5Y | +122.0% | -21.2% | +143.2% | +120.5% |
| 10Y | +551.2% | +251.6% | +299.7% | +241.5% |
| All | +5,484.3% | +4,798.4% | +685.9% | +1,069.7% |
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