-81.2%
PATH vs ADSK
-8.4%
-72.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +2.6% |
| 7D | -5.3% | +4.9% | -10.2% | -10.0% |
| 30D | -0.5% | +11.3% | -11.9% | -11.0% |
| 3M | -7.1% | +7.9% | -15.1% | -13.9% |
| 6M | +23.8% | +7.7% | +16.1% | +14.7% |
| YTD | -20.7% | -11.6% | -9.1% | -11.0% |
| 1Y | -8.1% | -11.2% | +3.2% | +2.7% |
| 3Y | -21.8% | +29.6% | -51.4% | -39.7% |
| 5Y | -76.8% | -19.4% | -57.5% | -76.6% |
| All | -81.2% | -8.4% | -72.7% | -83.5% |
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