-26.4%
AKAM vs ADSK
+4,807.5%
-4,834.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.5% | -2.5% | +4.0% | +2.6% |
| 30D | -13.0% | -14.9% | +1.8% | -6.3% |
| 3M | -19.4% | +3.3% | -22.7% | -22.6% |
| 6M | +0.3% | -15.7% | +16.0% | +5.3% |
| YTD | +22.4% | -28.2% | +50.6% | +38.8% |
| 1Y | +34.8% | -34.5% | +69.4% | +60.4% |
| 3Y | +1.9% | -2.9% | +4.8% | -3.8% |
| 5Y | -4.6% | -25.3% | +20.7% | -4.6% |
| 10Y | +103.4% | +217.8% | -114.4% | -26.7% |
| All | -26.4% | +4,807.5% | -4,834.0% | -96.3% |
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