-37.8%
U vs ADSK
-9.5%
-28.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +2.2% |
| 7D | +4.4% | -14.5% | +18.9% | +21.3% |
| 30D | -1.3% | -19.3% | +18.0% | +20.4% |
| 3M | +49.6% | -7.8% | +57.4% | +55.3% |
| 6M | +100.2% | -20.8% | +120.9% | +140.7% |
| YTD | -3.7% | -30.2% | +26.5% | +34.0% |
| 1Y | -6.5% | -36.5% | +30.0% | +44.5% |
| 3Y | +12.9% | -5.7% | +18.6% | +6.9% |
| 5Y | -68.3% | -28.2% | -40.1% | -62.1% |
| All | -37.8% | -9.5% | -28.3% | -46.5% |
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