+229.2%
TER vs ADSK
-34.7%
+263.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.8% |
| 7D | +6.4% | -2.5% | +8.9% | +5.1% |
| 30D | -5.7% | -14.9% | +9.2% | -12.5% |
| 3M | -0.4% | +3.3% | -3.7% | +5.3% |
| 6M | +25.8% | -15.7% | +41.5% | +28.5% |
| YTD | +96.4% | -28.2% | +124.7% | +110.4% |
| 1Y | +229.2% | -34.5% | +263.8% | +282.1% |
| All | +229.2% | -34.7% | +263.9% | +282.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling