-35.7%
U vs ADSK
-7.0%
-28.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.1% |
| 7D | +5.5% | -2.5% | +8.0% | +8.0% |
| 30D | -1.3% | -14.9% | +13.6% | +14.0% |
| 3M | +64.6% | +3.3% | +61.3% | +52.2% |
| 6M | +119.4% | -15.7% | +135.0% | +146.6% |
| YTD | -0.5% | -28.2% | +27.8% | +34.6% |
| 1Y | +1.3% | -34.5% | +35.8% | +51.8% |
| 3Y | +15.6% | -2.9% | +18.5% | +6.1% |
| 5Y | -67.5% | -25.3% | -42.1% | -62.5% |
| All | -35.7% | -7.0% | -28.7% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling