+61.4%
AMAT vs ADSK
-10.6%
+72.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.0% | -10.3% | 0.0% |
| 7D | -11.2% | +11.4% | -22.6% | -6.3% |
| 30D | -31.9% | +21.9% | -53.8% | -25.0% |
| 3M | -32.3% | +13.9% | -46.2% | -26.4% |
| 6M | -5.4% | +9.1% | -14.5% | +9.5% |
| YTD | +44.3% | -8.8% | +53.0% | +86.5% |
| 1Y | +61.4% | -10.2% | +71.6% | +112.0% |
| All | +61.4% | -10.6% | +72.0% | +112.0% |
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