+17.6%
ABNB vs ADSK
-23.6%
+41.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -6.5% | -2.5% | -3.9% | -5.0% |
| 30D | -5.5% | -14.9% | +9.4% | +3.2% |
| 3M | +30.0% | +3.3% | +26.7% | +25.8% |
| 6M | +27.6% | -15.7% | +43.2% | +38.3% |
| YTD | +25.4% | -28.2% | +53.6% | +49.3% |
| 1Y | +38.3% | -34.5% | +72.9% | +74.2% |
| 3Y | +15.5% | -2.9% | +18.4% | +9.3% |
| 5Y | +3.0% | -25.3% | +28.3% | +4.6% |
| All | +17.6% | -23.6% | +41.2% | +13.0% |
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