+133.9%
ASML vs ADSK
+26.4%
+107.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +4.9% | +1.0% | +3.9% | +4.8% |
| 30D | -9.3% | +14.4% | -23.7% | -11.4% |
| 3M | -19.0% | +2.5% | -21.5% | -19.1% |
| 6M | -5.2% | +14.5% | -19.7% | -8.8% |
| YTD | +40.6% | -10.7% | +51.3% | +51.9% |
| 1Y | +47.5% | -11.0% | +58.5% | +59.7% |
| 3Y | +133.9% | +25.9% | +108.0% | +105.0% |
| All | +133.9% | +26.4% | +107.5% | +105.0% |
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 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