+54.1%
SO vs ADSK
+26.4%
+27.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.3% |
| 7D | +1.4% | +1.0% | +0.3% | +1.4% |
| 30D | +4.7% | +14.4% | -9.7% | +5.1% |
| 3M | +1.7% | +2.5% | -0.8% | +1.7% |
| 6M | +2.2% | +14.5% | -12.3% | +2.5% |
| YTD | +10.0% | -10.7% | +20.6% | +9.4% |
| 1Y | +6.0% | -11.0% | +17.1% | +5.5% |
| 3Y | +54.1% | +25.9% | +28.3% | +52.0% |
| All | +54.1% | +26.4% | +27.8% | +52.0% |
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