+322.4%
NET vs ADSK
+32.9%
+289.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.0% | -9.6% | -7.2% |
| 7D | -16.4% | +11.4% | -27.8% | -22.9% |
| 30D | -25.8% | +21.9% | -47.7% | -36.3% |
| 3M | -11.5% | +13.9% | -25.4% | -20.4% |
| 6M | +18.9% | +9.1% | +9.8% | +9.9% |
| YTD | +35.2% | -8.8% | +44.0% | +43.5% |
| 1Y | +14.5% | -10.2% | +24.7% | +23.0% |
| All | +322.4% | +32.9% | +289.5% | +249.7% |
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 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