+1,707.5%
AMAT vs ADSK
+203.1%
+1,504.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.6% |
| 7D | +6.9% | -14.5% | +21.5% | +15.8% |
| 30D | -10.1% | -19.3% | +9.2% | 0.0% |
| 3M | -6.0% | -7.8% | +1.8% | -6.7% |
| 6M | +38.6% | -20.8% | +59.4% | +47.1% |
| YTD | +83.1% | -30.2% | +113.3% | +108.0% |
| 1Y | +188.3% | -36.5% | +224.8% | +248.2% |
| 3Y | +225.3% | -5.7% | +231.1% | +197.5% |
| 5Y | +262.0% | -28.2% | +290.1% | +277.7% |
| 10Y | +1,707.5% | +209.1% | +1,498.3% | +750.0% |
| All | +1,707.5% | +203.1% | +1,504.4% | +750.0% |
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 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