+1,866.0%
T vs ADSK
+4,770.3%
-2,904.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | -1.5% | -14.3% | +12.8% | +0.4% |
| 30D | +7.6% | -14.8% | +22.4% | +9.7% |
| 3M | +15.3% | -5.7% | +21.0% | +15.8% |
| 6M | -8.5% | -18.7% | +10.2% | -6.5% |
| YTD | +6.8% | -28.3% | +35.1% | +10.5% |
| 1Y | -7.2% | -35.1% | +27.8% | -2.8% |
| 3Y | +108.2% | -3.2% | +111.4% | +104.3% |
| 5Y | +66.1% | -26.7% | +92.8% | +65.8% |
| 10Y | +65.3% | +208.4% | -143.1% | +31.9% |
| All | +1,866.0% | +4,770.3% | -2,904.3% | +911.5% |
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