+129.8%
PM vs ADSK
-3.2%
+133.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +4.7% | -2.5% | +7.2% | +4.8% |
| 30D | +2.6% | -14.9% | +17.5% | +3.1% |
| 3M | +6.6% | +3.3% | +3.2% | +6.6% |
| 6M | +16.5% | -15.7% | +32.2% | +16.5% |
| YTD | +21.2% | -28.2% | +49.4% | +22.0% |
| 1Y | +17.9% | -34.5% | +52.5% | +19.2% |
| 3Y | +129.8% | -2.9% | +132.7% | +120.3% |
| All | +129.8% | -3.2% | +133.1% | +120.3% |
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 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