+127.8%
AAPL vs ADSK
-25.3%
+153.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | +3.8% | -2.5% | +6.4% | +4.8% |
| 30D | +9.9% | -14.9% | +24.8% | +16.0% |
| 3M | +12.5% | +3.3% | +9.2% | +10.0% |
| 6M | +27.6% | -15.7% | +43.3% | +33.3% |
| YTD | +22.6% | -28.2% | +50.8% | +35.8% |
| 1Y | +45.0% | -34.5% | +79.5% | +66.8% |
| 3Y | +87.8% | -2.9% | +90.7% | +77.5% |
| All | +127.8% | -25.3% | +153.1% | +105.6% |
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