-55.9%
ADBE vs ADSK
-3.6%
-52.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.9% |
| 7D | -12.9% | -10.9% | -2.0% | -6.4% |
| 30D | -5.6% | -15.9% | +10.2% | +5.0% |
| 3M | +6.6% | -4.4% | +11.0% | +10.0% |
| 6M | -9.6% | -16.6% | +7.1% | +0.4% |
| YTD | -28.9% | -28.5% | -0.4% | -14.8% |
| 1Y | -28.9% | -34.6% | +5.7% | -11.0% |
| All | -55.9% | -3.6% | -52.3% | -54.3% |
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 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