+773.5%
PM vs ADSK
+536.5%
+237.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.7% |
| 7D | -1.3% | -14.3% | +13.0% | +1.3% |
| 30D | -2.6% | -14.8% | +12.2% | 0.0% |
| 3M | +5.8% | -5.7% | +11.5% | +6.5% |
| 6M | +10.6% | -18.7% | +29.2% | +13.6% |
| YTD | +17.2% | -28.3% | +45.5% | +22.7% |
| 1Y | +17.6% | -35.1% | +52.7% | +25.3% |
| 3Y | +124.3% | -3.2% | +127.4% | +118.0% |
| 5Y | +125.1% | -26.7% | +151.8% | +123.8% |
| 10Y | +198.6% | +208.4% | -9.8% | +107.6% |
| All | +773.5% | +536.5% | +237.0% | +374.5% |
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