+137,736.4%
AMAT vs ADSK
+4,900.9%
+132,835.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.3% | +12.6% | +7.7% |
| 7D | -1.5% | -16.4% | +14.9% | +5.6% |
| 30D | -14.8% | -9.2% | -5.6% | -12.0% |
| 3M | -9.3% | -6.7% | -2.5% | -9.9% |
| 6M | +27.4% | -15.5% | +42.9% | +29.7% |
| YTD | +77.6% | -26.4% | +104.0% | +90.2% |
| 1Y | +188.9% | -31.9% | +220.8% | +220.0% |
| 3Y | +202.3% | -1.0% | +203.3% | +184.3% |
| 5Y | +248.9% | -24.5% | +273.4% | +263.2% |
| 10Y | +1,585.2% | +220.4% | +1,364.8% | +891.7% |
| All | +137,736.4% | +4,900.9% | +132,835.6% | +19,421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling