+66.0%
AMAT vs ADSK
-14.0%
+80.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.7% |
| 7D | +19.3% | -3.6% | +22.9% | +17.3% |
| 30D | -17.9% | +12.6% | -30.5% | -12.8% |
| 3M | -30.4% | +4.0% | -34.4% | -27.4% |
| 6M | -11.4% | +10.5% | -21.9% | +0.5% |
| YTD | +48.8% | -12.3% | +61.1% | +89.7% |
| 1Y | +66.0% | -14.0% | +80.0% | +116.7% |
| All | +66.0% | -14.0% | +80.0% | +116.7% |
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 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