+69.5%
T vs ADSK
-25.3%
+94.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +1.5% | -2.5% | +4.0% | +1.7% |
| 30D | +7.5% | -14.9% | +22.3% | +8.8% |
| 3M | +14.8% | +3.3% | +11.5% | +14.2% |
| 6M | -1.7% | -15.7% | +13.9% | -0.7% |
| YTD | +8.7% | -28.2% | +36.9% | +11.5% |
| 1Y | -7.5% | -34.5% | +27.1% | -4.2% |
| 3Y | +110.2% | -2.9% | +113.1% | +104.8% |
| All | +69.5% | -25.3% | +94.9% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling