-81.2%
PATH vs ADSK
-7.8%
-73.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.7% |
| 7D | -2.7% | +2.1% | -4.8% | -4.9% |
| 30D | -3.7% | +11.9% | -15.6% | -14.2% |
| 3M | -13.8% | +5.7% | -19.5% | -18.5% |
| 6M | +20.3% | +7.7% | +12.6% | +11.5% |
| YTD | -20.8% | -11.0% | -9.8% | -11.7% |
| 1Y | -9.2% | -11.4% | +2.2% | +1.5% |
| 3Y | -21.8% | +28.7% | -50.4% | -39.2% |
| 5Y | -77.4% | -20.1% | -57.4% | -77.1% |
| All | -81.2% | -7.8% | -73.3% | -83.6% |
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