+13.8%
ABNB vs ADSK
-3.6%
+17.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.4% |
| 7D | -9.5% | -10.9% | +1.4% | -4.3% |
| 30D | -9.4% | -15.9% | +6.5% | -1.9% |
| 3M | +29.9% | -4.4% | +34.2% | +31.0% |
| 6M | +26.6% | -16.6% | +43.2% | +36.5% |
| YTD | +23.5% | -28.5% | +52.0% | +43.9% |
| 1Y | +35.8% | -34.6% | +70.5% | +66.1% |
| All | +13.8% | -3.6% | +17.4% | +7.1% |
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