+5,285.6%
O vs ADSK
+2,538.4%
+2,747.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.0% |
| 7D | -2.3% | -14.5% | +12.3% | +0.3% |
| 30D | -2.4% | -19.3% | +16.9% | +1.0% |
| 3M | -0.6% | -7.8% | +7.2% | +0.3% |
| 6M | -5.0% | -20.8% | +15.8% | -2.0% |
| YTD | +10.4% | -30.2% | +40.6% | +15.9% |
| 1Y | +6.6% | -36.5% | +43.0% | +13.7% |
| 3Y | +28.4% | -5.7% | +34.1% | +26.0% |
| 5Y | +15.3% | -28.2% | +43.5% | +15.8% |
| 10Y | +55.3% | +209.1% | -153.8% | +17.9% |
| All | +5,285.6% | +2,538.4% | +2,747.2% | +2,897.3% |
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 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