+59.3%
AMAT vs ADSK
-12.5%
+71.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | 0.0% |
| 7D | -2.5% | +3.1% | -5.5% | -0.9% |
| 30D | -26.5% | +10.5% | -37.0% | -22.6% |
| 3M | -28.6% | +1.6% | -30.2% | -26.3% |
| 6M | -14.2% | +6.4% | -20.6% | -2.4% |
| YTD | +45.5% | -12.1% | +57.6% | +83.9% |
| 1Y | +59.3% | -12.9% | +72.3% | +103.5% |
| All | +59.3% | -12.5% | +71.9% | +103.5% |
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