+32.4%
PWR vs ADSK
-10.6%
+43.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +7.0% | -18.7% | -9.1% |
| 7D | -4.4% | +11.4% | -15.8% | -0.3% |
| 30D | -15.1% | +21.9% | -37.0% | -9.1% |
| 3M | -16.2% | +13.9% | -30.1% | -11.4% |
| 6M | -23.3% | +9.1% | -32.5% | -16.5% |
| YTD | +37.6% | -8.8% | +46.4% | +63.0% |
| 1Y | +32.4% | -10.2% | +42.6% | +58.6% |
| All | +32.4% | -10.6% | +43.0% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling