+75.5%
ASML vs ADSK
-20.0%
+95.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.8% | +6.2% |
| 7D | -9.0% | +4.9% | -13.9% | -11.2% |
| 30D | -21.0% | +11.3% | -32.3% | -25.3% |
| 3M | -16.3% | +7.9% | -24.2% | -21.1% |
| 6M | -7.5% | +7.7% | -15.2% | -15.1% |
| YTD | +34.0% | -11.6% | +45.6% | +36.1% |
| 1Y | +39.3% | -11.2% | +50.5% | +41.0% |
| 3Y | +128.9% | +29.6% | +99.3% | +73.2% |
| All | +75.5% | -20.0% | +95.5% | +54.0% |
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 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