+6,037.1%
SO vs ADSK
+4,770.3%
+1,266.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.2% |
| 7D | +1.0% | -14.3% | +15.3% | +1.9% |
| 30D | -3.2% | -14.8% | +11.6% | -2.3% |
| 3M | -1.7% | -5.7% | +4.0% | -1.5% |
| 6M | -7.2% | -18.7% | +11.5% | -6.3% |
| YTD | +4.6% | -28.3% | +32.9% | +6.2% |
| 1Y | +1.2% | -35.1% | +36.3% | +3.4% |
| 3Y | +45.3% | -3.2% | +48.5% | +43.9% |
| 5Y | +58.7% | -26.7% | +85.4% | +58.5% |
| 10Y | +155.9% | +208.4% | -52.5% | +132.6% |
| All | +6,037.1% | +4,770.3% | +1,266.8% | +4,311.2% |
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