+6,449.5%
ABT vs ADSK
+4,642.0%
+1,807.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.1% |
| 7D | -4.7% | -14.5% | +9.8% | -2.9% |
| 30D | -3.1% | -19.3% | +16.2% | -0.6% |
| 3M | +16.1% | -7.8% | +23.9% | +17.1% |
| 6M | -5.3% | -20.8% | +15.4% | -2.9% |
| YTD | -14.4% | -30.2% | +15.7% | -11.1% |
| 1Y | -18.4% | -36.5% | +18.1% | -14.2% |
| 3Y | +11.2% | -5.7% | +16.9% | +10.1% |
| 5Y | -9.4% | -28.2% | +18.8% | -8.5% |
| 10Y | +209.7% | +209.1% | +0.6% | +162.2% |
| All | +6,449.5% | +4,642.0% | +1,807.5% | +3,545.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling