-81.0%
PATH vs ADSK
-9.0%
-71.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | -2.7% | -3.7% | +1.0% | +0.8% |
| 30D | -1.4% | +11.3% | -12.7% | -11.7% |
| 3M | -16.4% | +3.3% | -19.8% | -19.3% |
| 6M | +23.3% | +10.1% | +13.1% | +11.9% |
| YTD | -19.8% | -12.2% | -7.7% | -9.5% |
| 1Y | -8.6% | -13.9% | +5.3% | +5.1% |
| 3Y | -24.0% | +23.5% | -47.5% | -38.6% |
| 5Y | -77.1% | -20.0% | -57.1% | -76.7% |
| All | -81.0% | -9.0% | -71.9% | -83.2% |
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