+201.5%
AMD vs ADSK
-20.3%
+221.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.8% | +13.8% | +12.3% |
| 7D | -11.0% | +4.9% | -15.9% | -13.4% |
| 30D | -30.5% | +11.3% | -41.8% | -34.8% |
| 3M | -8.2% | +7.9% | -16.2% | -14.1% |
| 6M | +6.6% | +7.7% | -1.1% | -4.0% |
| YTD | +109.7% | -11.6% | +121.3% | +111.1% |
| 1Y | +88.9% | -11.2% | +100.1% | +89.6% |
| 3Y | +301.8% | +29.6% | +272.3% | +189.1% |
| All | +201.5% | -20.3% | +221.8% | +147.4% |
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