+1,278.0%
AAPL vs ADSK
+222.2%
+1,055.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | +3.8% | -2.5% | +6.4% | +4.9% |
| 30D | +9.9% | -14.9% | +24.8% | +16.8% |
| 3M | +12.5% | +3.3% | +9.2% | +9.8% |
| 6M | +27.6% | -15.7% | +43.3% | +33.9% |
| YTD | +22.6% | -28.2% | +50.8% | +36.6% |
| 1Y | +45.0% | -34.5% | +79.5% | +67.9% |
| 3Y | +87.8% | -2.9% | +90.7% | +78.3% |
| 5Y | +128.7% | -25.3% | +154.0% | +132.0% |
| All | +1,278.0% | +222.2% | +1,055.8% | +777.5% |
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 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