-62.8%
W vs ADSK
-26.7%
-36.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -5.0% |
| 7D | +0.5% | -10.9% | +11.4% | +11.2% |
| 30D | -5.6% | -15.9% | +10.3% | +9.4% |
| 3M | +41.9% | -4.4% | +46.3% | +40.8% |
| 6M | +30.2% | -16.6% | +46.9% | +45.6% |
| YTD | -2.9% | -28.5% | +25.6% | +25.6% |
| 1Y | +11.6% | -34.6% | +46.2% | +58.7% |
| 3Y | +37.0% | -3.5% | +40.4% | +22.1% |
| 5Y | -62.8% | -25.6% | -37.2% | -65.7% |
| All | -62.8% | -26.7% | -36.1% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling