+147.1%
AMAT vs ADSK
-19.8%
+166.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.6% | +10.7% | +11.1% |
| 7D | -1.1% | +2.1% | -3.2% | -2.1% |
| 30D | -26.9% | +11.9% | -38.8% | -30.7% |
| 3M | -31.2% | +5.7% | -36.9% | -34.1% |
| 6M | -14.7% | +7.7% | -22.4% | -21.3% |
| YTD | +44.7% | -11.0% | +55.7% | +46.7% |
| 1Y | +62.0% | -11.4% | +73.3% | +64.6% |
| 3Y | +165.0% | +28.7% | +136.3% | +105.7% |
| 5Y | +147.1% | -20.1% | +167.2% | +118.6% |
| All | +147.1% | -19.8% | +166.9% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling