+327.1%
NET vs ADSK
-0.1%
+327.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.3% | +4.4% |
| 7D | -7.0% | -16.4% | +9.4% | +6.6% |
| 30D | -4.8% | -9.2% | +4.4% | +2.6% |
| 3M | +3.8% | -6.7% | +10.6% | +8.0% |
| 6M | +50.0% | -15.5% | +65.6% | +69.7% |
| YTD | +41.5% | -26.4% | +67.9% | +79.5% |
| 1Y | +32.8% | -31.9% | +64.7% | +80.3% |
| All | +327.1% | -0.1% | +327.2% | +298.3% |
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