+24.3%
W vs ADSK
-10.6%
+34.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.0% | +4.0% | +8.6% |
| 7D | +8.4% | +11.4% | -3.1% | +4.6% |
| 30D | +16.5% | +21.9% | -5.4% | +9.3% |
| 3M | +6.4% | +13.9% | -7.4% | +1.1% |
| 6M | +90.5% | +9.1% | +81.4% | +81.1% |
| YTD | +23.1% | -8.8% | +31.8% | +18.1% |
| 1Y | +24.3% | -10.2% | +34.5% | +21.8% |
| All | +24.3% | -10.6% | +34.9% | +21.8% |
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