+268.9%
AMAT vs ADSK
-25.9%
+294.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +5.1% |
| 7D | +7.0% | -14.3% | +21.3% | +14.0% |
| 30D | -12.2% | -14.8% | +2.6% | -6.6% |
| 3M | -3.8% | -5.7% | +1.9% | -5.3% |
| 6M | +45.9% | -18.7% | +64.6% | +53.1% |
| YTD | +84.6% | -28.3% | +112.9% | +107.6% |
| 1Y | +193.4% | -35.1% | +228.4% | +251.8% |
| 3Y | +228.1% | -3.2% | +231.3% | +194.8% |
| 5Y | +268.9% | -26.7% | +295.7% | +248.5% |
| All | +268.9% | -25.9% | +294.9% | +248.5% |
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 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