+295.7%
AMD vs ADSK
+25.8%
+269.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.8% | +13.8% | +11.3% |
| 7D | -11.0% | +4.9% | -15.9% | -11.6% |
| 30D | -30.5% | +11.3% | -41.8% | -31.5% |
| 3M | -8.2% | +7.9% | -16.2% | -9.4% |
| 6M | +6.6% | +7.7% | -1.1% | +5.1% |
| YTD | +109.7% | -11.6% | +121.3% | +127.4% |
| 1Y | +88.9% | -11.2% | +100.1% | +104.4% |
| All | +295.7% | +25.8% | +269.9% | +255.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling