+1,321.9%
AMAT vs ADSK
+255.5%
+1,066.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.7% |
| 7D | +11.4% | +1.0% | +10.3% | +10.7% |
| 30D | -17.0% | +14.4% | -31.4% | -23.7% |
| 3M | -30.6% | +2.5% | -33.1% | -33.5% |
| 6M | -14.9% | +14.5% | -29.4% | -27.0% |
| YTD | +44.7% | -10.7% | +55.4% | +40.9% |
| 1Y | +66.9% | -11.0% | +77.9% | +63.1% |
| 3Y | +153.3% | +25.9% | +127.4% | +93.3% |
| 5Y | +146.2% | -19.7% | +165.9% | +140.2% |
| All | +1,321.9% | +255.5% | +1,066.4% | +517.9% |
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 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