+7.7%
V vs ADSK
-31.6%
+39.3%
-17.2%
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% | +0.6% |
| 7D | -1.7% | -16.4% | +14.7% | +1.8% |
| 30D | +2.0% | -9.2% | +11.2% | +3.6% |
| 3M | +17.4% | -6.7% | +24.1% | +17.7% |
| 6M | +17.5% | -15.5% | +33.0% | +19.6% |
| YTD | +7.6% | -26.4% | +34.0% | +13.1% |
| 1Y | +7.7% | -31.9% | +39.6% | +12.4% |
| All | +7.7% | -31.6% | +39.3% | +12.4% |
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