+11,477.5%
AMD vs ADSK
+4,900.9%
+6,576.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.3% | +13.0% | +8.2% |
| 7D | +2.6% | -16.4% | +19.0% | +10.2% |
| 30D | -0.9% | -9.2% | +8.3% | +2.3% |
| 3M | -8.7% | -6.7% | -2.0% | -9.2% |
| 6M | +136.3% | -15.5% | +151.8% | +141.3% |
| YTD | +123.0% | -26.4% | +149.4% | +139.7% |
| 1Y | +195.2% | -31.9% | +227.1% | +228.0% |
| 3Y | +336.3% | -1.0% | +337.3% | +309.4% |
| 5Y | +334.5% | -24.5% | +359.0% | +360.5% |
| 10Y | +6,259.1% | +220.4% | +6,038.7% | +3,697.9% |
| All | +11,477.5% | +4,900.9% | +6,576.6% | +2,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling