+1,258.4%
NET vs ADSK
+73.1%
+1,185.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -7.9% | -8.0% |
| 7D | -21.2% | +11.3% | -32.5% | -28.7% |
| 30D | -31.1% | +16.4% | -47.5% | -40.3% |
| 3M | -16.5% | +12.1% | -28.7% | -26.1% |
| 6M | 0.0% | +7.9% | -7.9% | -10.2% |
| YTD | +24.0% | -9.1% | +33.1% | +28.1% |
| 1Y | +7.0% | -10.6% | +17.6% | +12.0% |
| 3Y | +279.6% | +32.0% | +247.6% | +178.7% |
| 5Y | +24.0% | -17.1% | +41.0% | +26.2% |
| All | +1,258.4% | +73.1% | +1,185.3% | +842.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling