-66.5%
U vs ADSK
-25.3%
-41.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.1% |
| 7D | +5.5% | -2.5% | +8.0% | +8.1% |
| 30D | -1.3% | -14.9% | +13.6% | +14.7% |
| 3M | +64.6% | +3.3% | +61.3% | +51.2% |
| 6M | +119.4% | -15.7% | +135.0% | +147.5% |
| YTD | -0.5% | -28.2% | +27.8% | +36.5% |
| 1Y | +1.3% | -34.5% | +35.8% | +55.0% |
| 3Y | +15.6% | -2.9% | +18.5% | +2.9% |
| All | -66.5% | -25.3% | -41.1% | -67.2% |
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