+165.0%
AMAT vs ADSK
+26.6%
+138.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.6% | +10.7% | +11.3% |
| 7D | -1.1% | +2.1% | -3.2% | -1.3% |
| 30D | -26.9% | +11.9% | -38.8% | -27.9% |
| 3M | -31.2% | +5.7% | -36.9% | -31.5% |
| 6M | -14.7% | +7.7% | -22.4% | -14.9% |
| YTD | +44.7% | -11.0% | +55.7% | +58.9% |
| 1Y | +62.0% | -11.4% | +73.3% | +78.4% |
| 3Y | +165.0% | +28.7% | +136.3% | +131.4% |
| All | +165.0% | +26.6% | +138.4% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling