+566.1%
XYZ vs ADSK
+248.9%
+317.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -2.1% | -3.6% | +1.5% | +0.9% |
| 30D | +7.0% | +12.6% | -5.6% | -3.2% |
| 3M | +5.1% | +4.0% | +1.1% | -0.1% |
| 6M | +14.1% | +10.5% | +3.6% | +0.3% |
| YTD | +26.4% | -12.3% | +38.7% | +35.7% |
| 1Y | +25.1% | -14.0% | +39.1% | +36.2% |
| 3Y | +59.7% | +23.2% | +36.5% | +23.0% |
| 5Y | -63.8% | -21.2% | -42.6% | -58.6% |
| All | +566.1% | +248.9% | +317.2% | +210.2% |
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