+1,449.6%
NET vs ADSK
+40.1%
+1,409.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.3% | +5.0% |
| 7D | -7.0% | -16.4% | +9.4% | +7.8% |
| 30D | -4.8% | -9.2% | +4.4% | +3.1% |
| 3M | +3.8% | -6.7% | +10.6% | +7.5% |
| 6M | +50.0% | -15.5% | +65.6% | +69.5% |
| YTD | +41.5% | -26.4% | +67.9% | +78.8% |
| 1Y | +32.8% | -31.9% | +64.7% | +79.3% |
| 3Y | +335.9% | -1.0% | +336.8% | +320.7% |
| 5Y | +113.8% | -24.5% | +138.4% | +151.5% |
| All | +1,449.6% | +40.1% | +1,409.5% | +1,215.5% |
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 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