+746.4%
TEAM vs ADSK
+223.8%
+522.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +2.7% |
| 7D | -4.7% | -14.5% | +9.9% | +6.9% |
| 30D | +17.0% | -19.3% | +36.3% | +37.1% |
| 3M | +85.9% | -7.8% | +93.7% | +99.2% |
| 6M | +116.7% | -20.8% | +137.4% | +162.7% |
| YTD | +9.6% | -30.2% | +39.8% | +46.1% |
| 1Y | -2.5% | -36.5% | +33.9% | +38.8% |
| 3Y | -14.0% | -5.7% | -8.2% | -6.7% |
| 5Y | -53.1% | -28.2% | -24.9% | -39.3% |
| 10Y | +502.9% | +209.1% | +293.8% | +231.1% |
| All | +746.4% | +223.8% | +522.6% | +309.2% |
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