+3.7%
U vs ADSK
-31.6%
+35.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | +4.4% |
| 7D | -3.8% | -16.4% | +12.6% | +8.1% |
| 30D | +17.5% | -9.2% | +26.7% | +23.7% |
| 3M | +38.7% | -6.7% | +45.5% | +42.8% |
| 6M | +104.4% | -15.5% | +119.9% | +130.0% |
| YTD | -5.7% | -26.4% | +20.7% | +23.2% |
| 1Y | +3.7% | -31.9% | +35.6% | +54.0% |
| All | +3.7% | -31.6% | +35.3% | +54.0% |
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