+379.1%
V vs ADSK
+222.2%
+156.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -1.2% | -2.5% | +1.3% | -0.3% |
| 30D | +3.1% | -14.9% | +17.9% | +8.7% |
| 3M | +16.3% | +3.3% | +13.0% | +13.8% |
| 6M | +20.4% | -15.7% | +36.0% | +25.9% |
| YTD | +6.3% | -28.2% | +34.5% | +17.4% |
| 1Y | +8.7% | -34.5% | +43.3% | +24.1% |
| 3Y | +53.3% | -2.9% | +56.2% | +46.6% |
| 5Y | +71.1% | -25.3% | +96.4% | +72.4% |
| All | +379.1% | +222.2% | +156.9% | +172.2% |
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 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