+46.1%
ASML vs ADSK
-10.6%
+56.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.0% | -10.6% | -1.2% |
| 7D | -10.0% | +11.4% | -21.4% | -6.5% |
| 30D | -19.4% | +21.9% | -41.3% | -13.8% |
| 3M | -12.5% | +13.9% | -26.3% | -7.0% |
| 6M | +8.2% | +9.1% | -0.9% | +19.3% |
| YTD | +40.7% | -8.8% | +49.5% | +63.8% |
| 1Y | +46.1% | -10.2% | +56.4% | +71.0% |
| All | +46.1% | -10.6% | +56.8% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling