+132.8%
AMD vs ADSK
-13.1%
+145.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.4% | +7.3% |
| 7D | +13.1% | -3.7% | +16.9% | +11.4% |
| 30D | -7.0% | +11.3% | -18.3% | -2.1% |
| 3M | +16.6% | +3.3% | +13.2% | +20.5% |
| 6M | +20.5% | +10.1% | +10.4% | +33.9% |
| YTD | +158.2% | -12.2% | +170.3% | +196.1% |
| 1Y | +132.8% | -13.9% | +146.6% | +170.8% |
| All | +132.8% | -13.1% | +145.9% | +170.8% |
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