-52.3%
TEAM vs ADSK
-25.3%
-27.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | -5.2% | -2.5% | -2.7% | -2.7% |
| 30D | +15.8% | -14.9% | +30.6% | +35.3% |
| 3M | +101.5% | +3.3% | +98.1% | +96.6% |
| 6M | +138.2% | -15.7% | +153.8% | +186.6% |
| YTD | +10.8% | -28.2% | +39.1% | +56.4% |
| 1Y | +1.7% | -34.5% | +36.2% | +56.5% |
| 3Y | -16.0% | -2.9% | -13.1% | -13.5% |
| All | -52.3% | -25.3% | -27.0% | -45.3% |
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