-68.4%
XYZ vs ADSK
-28.7%
-39.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | +1.5% |
| 7D | -3.7% | -14.5% | +10.8% | +10.4% |
| 30D | +0.5% | -19.3% | +19.8% | +20.9% |
| 3M | +16.3% | -7.8% | +24.1% | +20.9% |
| 6M | +21.1% | -20.8% | +41.9% | +43.3% |
| YTD | +22.0% | -30.2% | +52.2% | +63.8% |
| 1Y | +5.2% | -36.5% | +41.6% | +54.5% |
| 3Y | +49.6% | -5.7% | +55.3% | +41.0% |
| 5Y | -68.4% | -28.2% | -40.3% | -68.5% |
| All | -68.4% | -28.7% | -39.7% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling