+1,370.8%
AMAT vs ADSK
+253.9%
+1,116.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.2% |
| 7D | -2.5% | +3.1% | -5.5% | -4.3% |
| 30D | -26.5% | +10.5% | -37.0% | -31.2% |
| 3M | -28.6% | +1.6% | -30.2% | -31.3% |
| 6M | -14.2% | +6.4% | -20.6% | -23.2% |
| YTD | +45.5% | -12.1% | +57.6% | +43.0% |
| 1Y | +59.3% | -12.9% | +72.3% | +57.6% |
| 3Y | +153.1% | +23.5% | +129.6% | +95.1% |
| 5Y | +158.2% | -18.9% | +177.0% | +149.7% |
| 10Y | +1,370.8% | +253.9% | +1,116.9% | +544.7% |
| All | +1,370.8% | +253.9% | +1,116.9% | +544.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling