+188.9%
AMAT vs ADSK
-31.6%
+220.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.3% | +12.6% | +1.4% |
| 7D | -1.5% | -16.4% | +14.9% | -7.3% |
| 30D | -14.8% | -9.2% | -5.6% | -16.9% |
| 3M | -9.3% | -6.7% | -2.5% | -5.9% |
| 6M | +27.4% | -15.5% | +42.9% | +34.8% |
| YTD | +77.6% | -26.4% | +104.0% | +107.9% |
| 1Y | +188.9% | -31.9% | +220.8% | +273.9% |
| All | +188.9% | -31.6% | +220.5% | +273.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling