+376.7%
AMD vs ADSK
-3.8%
+380.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.6% | +8.5% | +6.4% |
| 7D | +10.0% | -14.3% | +24.4% | +13.4% |
| 30D | +4.6% | -14.8% | +19.4% | +7.7% |
| 3M | +3.1% | -5.7% | +8.8% | +2.4% |
| 6M | +162.8% | -18.7% | +181.5% | +175.9% |
| YTD | +136.2% | -28.3% | +164.5% | +165.7% |
| 1Y | +234.0% | -35.1% | +269.1% | +300.6% |
| 3Y | +376.7% | -3.2% | +379.9% | +322.7% |
| All | +376.7% | -3.8% | +380.5% | +322.7% |
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