+234.4%
AMD vs ADSK
-36.8%
+271.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.7% | +2.2% |
| 7D | +14.0% | -14.5% | +28.5% | +8.6% |
| 30D | +11.0% | -19.3% | +30.3% | +4.2% |
| 3M | +9.6% | -7.8% | +17.4% | +10.2% |
| 6M | +157.1% | -20.8% | +177.9% | +162.5% |
| YTD | +143.3% | -30.2% | +173.5% | +165.0% |
| 1Y | +234.4% | -36.5% | +270.9% | +306.6% |
| All | +234.4% | -36.8% | +271.2% | +306.6% |
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 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