+1,761.8%
ASML vs ADSK
+210.2%
+1,551.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +4.3% |
| 7D | +6.0% | -14.3% | +20.3% | +14.2% |
| 30D | +1.4% | -14.8% | +16.2% | +8.9% |
| 3M | +1.0% | -5.7% | +6.7% | +0.2% |
| 6M | +37.0% | -18.7% | +55.7% | +44.7% |
| YTD | +65.8% | -28.3% | +94.1% | +86.3% |
| 1Y | +123.1% | -35.1% | +158.2% | +165.7% |
| 3Y | +188.2% | -3.2% | +191.3% | +164.7% |
| 5Y | +115.6% | -26.7% | +142.3% | +124.5% |
| 10Y | +1,761.8% | +208.4% | +1,553.4% | +905.5% |
| All | +1,761.8% | +210.2% | +1,551.6% | +905.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling