+597.9%
XYZ vs ADSK
+221.0%
+376.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -2.5% |
| 7D | -5.2% | -10.9% | +5.8% | +4.0% |
| 30D | 0.0% | -15.9% | +15.9% | +14.7% |
| 3M | +18.7% | -4.4% | +23.0% | +19.5% |
| 6M | +20.5% | -16.6% | +37.2% | +34.8% |
| YTD | +21.5% | -28.5% | +50.0% | +56.1% |
| 1Y | +7.2% | -34.6% | +41.9% | +48.7% |
| 3Y | +49.0% | -3.5% | +52.4% | +43.0% |
| 5Y | -68.1% | -25.6% | -42.5% | -61.2% |
| All | +597.9% | +221.0% | +376.9% | +283.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling