+71.7%
TER vs ADSK
-20.1%
+91.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.0% |
| 7D | +14.4% | +1.0% | +13.3% | +13.9% |
| 30D | -30.6% | +14.4% | -45.0% | -34.4% |
| 3M | -39.2% | +2.5% | -41.7% | -40.8% |
| 6M | -31.3% | +14.5% | -45.7% | -38.4% |
| YTD | +29.1% | -10.7% | +39.8% | +29.9% |
| 1Y | +47.4% | -11.0% | +58.5% | +49.0% |
| 3Y | +191.2% | +25.9% | +165.4% | +128.5% |
| All | +71.7% | -20.1% | +91.7% | +48.8% |
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