+165.0%
W vs ADSK
+273.7%
-108.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +2.5% |
| 7D | +6.5% | -14.3% | +20.8% | +18.9% |
| 30D | -6.2% | -14.8% | +8.6% | +4.4% |
| 3M | +48.9% | -5.7% | +54.6% | +50.8% |
| 6M | +31.2% | -18.7% | +49.9% | +47.0% |
| YTD | -0.4% | -28.3% | +27.9% | +21.6% |
| 1Y | +14.8% | -35.1% | +49.9% | +51.2% |
| 3Y | +40.5% | -3.2% | +43.7% | +37.3% |
| 5Y | -62.1% | -26.7% | -35.4% | -53.6% |
| 10Y | +141.5% | +208.4% | -66.9% | +46.3% |
| All | +165.0% | +273.7% | -108.7% | +42.8% |
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 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