+106.1%
T vs ADSK
-3.6%
+109.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.6% |
| 7D | -2.4% | -10.9% | +8.5% | -2.4% |
| 30D | +4.3% | -15.9% | +20.2% | +4.3% |
| 3M | +11.6% | -4.4% | +15.9% | +11.5% |
| 6M | -5.6% | -16.6% | +11.1% | -5.7% |
| YTD | +6.6% | -28.5% | +35.1% | +6.8% |
| 1Y | -8.4% | -34.6% | +26.3% | -8.0% |
| All | +106.1% | -3.6% | +109.7% | +98.4% |
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