+1,425.2%
AMAT vs ADSK
+255.2%
+1,170.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +7.0% | -3.7% | +10.7% | +9.0% |
| 30D | -20.6% | +11.3% | -31.9% | -25.9% |
| 3M | -24.8% | +3.3% | -28.1% | -28.3% |
| 6M | -10.7% | +10.1% | -20.9% | -21.7% |
| YTD | +54.3% | -12.2% | +66.4% | +51.7% |
| 1Y | +73.7% | -13.9% | +87.6% | +73.1% |
| 3Y | +168.4% | +23.5% | +144.9% | +107.0% |
| 5Y | +167.6% | -20.0% | +187.6% | +161.3% |
| 10Y | +1,425.2% | +252.3% | +1,172.9% | +569.8% |
| All | +1,425.2% | +255.2% | +1,170.0% | +569.8% |
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