+50.9%
XYZ vs ADSK
-3.8%
+54.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -1.4% |
| 7D | +2.9% | -14.3% | +17.2% | +14.0% |
| 30D | +1.4% | -14.8% | +16.2% | +12.6% |
| 3M | +14.6% | -5.7% | +20.3% | +16.5% |
| 6M | +20.8% | -18.7% | +39.5% | +36.7% |
| YTD | +23.1% | -28.3% | +51.4% | +53.7% |
| 1Y | +5.6% | -35.1% | +40.7% | +42.5% |
| 3Y | +50.9% | -3.2% | +54.1% | +43.8% |
| All | +50.9% | -3.8% | +54.7% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling