+216.4%
TER vs ADSK
-25.3%
+241.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +6.4% | -2.5% | +8.9% | +7.3% |
| 30D | -5.7% | -14.9% | +9.2% | -0.1% |
| 3M | -0.4% | +3.3% | -3.7% | -6.2% |
| 6M | +25.8% | -15.7% | +41.5% | +28.4% |
| YTD | +96.4% | -28.2% | +124.7% | +118.1% |
| 1Y | +229.2% | -34.5% | +263.8% | +287.7% |
| 3Y | +288.1% | -2.9% | +291.0% | +244.1% |
| All | +216.4% | -25.3% | +241.8% | +182.6% |
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 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