+9,883.5%
TER vs ADSK
+5,968.5%
+3,915.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.2% |
| 7D | +14.4% | +1.0% | +13.3% | +13.8% |
| 30D | -30.6% | +14.4% | -45.0% | -35.2% |
| 3M | -39.2% | +2.5% | -41.7% | -41.7% |
| 6M | -31.3% | +14.5% | -45.7% | -39.5% |
| YTD | +29.1% | -10.7% | +39.8% | +23.6% |
| 1Y | +47.4% | -11.0% | +58.5% | +41.6% |
| 3Y | +191.2% | +25.9% | +165.4% | +138.6% |
| 5Y | +74.0% | -19.7% | +93.7% | +70.9% |
| 10Y | +1,005.1% | +258.2% | +746.8% | +468.5% |
| All | +9,883.5% | +5,968.5% | +3,915.0% | +1,415.9% |
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