+75.4%
SPY vs ADSK
-3.6%
+79.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.1% |
| 7D | -2.0% | -10.9% | +8.9% | +0.5% |
| 30D | -1.7% | -15.9% | +14.2% | +2.0% |
| 3M | +4.7% | -4.4% | +9.1% | +4.9% |
| 6M | +12.5% | -16.6% | +29.1% | +16.5% |
| YTD | +11.7% | -28.5% | +40.2% | +21.4% |
| 1Y | +17.5% | -34.6% | +52.1% | +31.6% |
| All | +75.4% | -3.6% | +79.0% | +68.6% |
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 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