+9.3%
XYZ vs ADSK
-31.6%
+40.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.5% | +4.0% |
| 7D | -1.0% | -16.4% | +15.4% | +9.6% |
| 30D | -1.7% | -9.2% | +7.5% | +3.2% |
| 3M | +16.7% | -6.7% | +23.5% | +19.7% |
| 6M | +26.9% | -15.5% | +42.4% | +40.5% |
| YTD | +27.1% | -26.4% | +53.5% | +49.3% |
| 1Y | +9.3% | -31.9% | +41.1% | +35.7% |
| All | +9.3% | -31.6% | +40.9% | +35.7% |
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 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