+278.4%
TER vs ADSK
-3.6%
+282.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.8% |
| 7D | +9.4% | -10.9% | +20.3% | +10.8% |
| 30D | -2.4% | -15.9% | +13.5% | -0.4% |
| 3M | +6.5% | -4.4% | +10.9% | +5.7% |
| 6M | +23.2% | -16.6% | +39.8% | +27.2% |
| YTD | +91.5% | -28.5% | +120.0% | +114.4% |
| 1Y | +214.8% | -34.6% | +249.5% | +273.5% |
| All | +278.4% | -3.6% | +282.0% | +233.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling