+376.3%
AMD vs ADSK
-25.9%
+402.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.6% | +8.5% | +7.2% |
| 7D | +10.0% | -14.3% | +24.4% | +18.6% |
| 30D | +4.6% | -14.8% | +19.4% | +12.3% |
| 3M | +3.1% | -5.7% | +8.8% | +1.2% |
| 6M | +162.8% | -18.7% | +181.5% | +177.1% |
| YTD | +136.2% | -28.3% | +164.5% | +168.6% |
| 1Y | +234.0% | -35.1% | +269.1% | +308.4% |
| 3Y | +376.7% | -3.2% | +379.9% | +313.8% |
| 5Y | +376.3% | -26.7% | +403.1% | +336.8% |
| All | +376.3% | -25.9% | +402.3% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling