+2,874.5%
V vs ADSK
+548.8%
+2,325.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.7% |
| 7D | -1.1% | -14.3% | +13.2% | +4.6% |
| 30D | +1.9% | -14.8% | +16.7% | +7.6% |
| 3M | +15.5% | -5.7% | +21.2% | +16.9% |
| 6M | +16.6% | -18.7% | +35.3% | +23.9% |
| YTD | +5.7% | -28.3% | +34.1% | +17.1% |
| 1Y | +8.6% | -35.1% | +43.6% | +24.6% |
| 3Y | +52.5% | -3.2% | +55.7% | +46.2% |
| 5Y | +67.1% | -26.7% | +93.8% | +69.8% |
| 10Y | +376.8% | +208.4% | +168.4% | +157.5% |
| All | +2,874.5% | +548.8% | +2,325.8% | +915.4% |
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 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