+128.9%
ASML vs ADSK
+28.8%
+100.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.8% | +5.4% |
| 7D | -9.0% | +4.9% | -13.9% | -9.7% |
| 30D | -21.0% | +11.3% | -32.3% | -22.5% |
| 3M | -16.3% | +7.9% | -24.2% | -17.7% |
| 6M | -7.5% | +7.7% | -15.2% | -9.1% |
| YTD | +34.0% | -11.6% | +45.6% | +44.9% |
| 1Y | +39.3% | -11.2% | +50.5% | +50.2% |
| 3Y | +128.9% | +29.6% | +99.3% | +96.3% |
| All | +128.9% | +28.8% | +100.0% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling