+188.3%
AMAT vs ADSK
-36.8%
+225.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -1.8% |
| 7D | +6.9% | -14.5% | +21.5% | +1.4% |
| 30D | -10.1% | -19.3% | +9.2% | -16.2% |
| 3M | -6.0% | -7.8% | +1.8% | -4.5% |
| 6M | +38.6% | -20.8% | +59.4% | +44.5% |
| YTD | +83.1% | -30.2% | +113.3% | +110.3% |
| 1Y | +188.3% | -36.5% | +224.8% | +279.8% |
| All | +188.3% | -36.8% | +225.1% | +279.8% |
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 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