+108.6%
ASML vs ADSK
-25.1%
+133.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.3% | +12.4% | +8.1% |
| 7D | +1.1% | -16.4% | +17.5% | +9.8% |
| 30D | +2.2% | -9.2% | +11.4% | +6.0% |
| 3M | -2.3% | -6.7% | +4.4% | -2.2% |
| 6M | +23.0% | -15.5% | +38.5% | +27.9% |
| YTD | +61.1% | -26.4% | +87.4% | +80.9% |
| 1Y | +129.1% | -31.9% | +161.0% | +170.7% |
| 3Y | +165.4% | -1.0% | +166.3% | +135.2% |
| All | +108.6% | -25.1% | +133.6% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling