+66.9%
AMAT vs ADSK
-12.0%
+78.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -1.9% |
| 7D | +11.4% | +1.0% | +10.3% | +11.9% |
| 30D | -17.0% | +14.4% | -31.4% | -11.1% |
| 3M | -30.6% | +2.5% | -33.1% | -28.1% |
| 6M | -14.9% | +14.5% | -29.4% | -2.6% |
| YTD | +44.7% | -10.7% | +55.4% | +85.2% |
| 1Y | +66.9% | -11.0% | +77.9% | +114.5% |
| All | +66.9% | -12.0% | +78.9% | +114.5% |
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