+85,698.1%
ASML vs ADSK
+2,777.7%
+82,920.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.2% |
| 7D | -2.9% | +3.1% | -5.9% | -4.4% |
| 30D | -15.2% | +10.5% | -25.7% | -19.5% |
| 3M | -12.9% | +1.6% | -14.5% | -15.7% |
| 6M | -5.0% | +6.4% | -11.4% | -12.4% |
| YTD | +41.8% | -12.1% | +53.9% | +39.8% |
| 1Y | +46.0% | -12.9% | +59.0% | +44.6% |
| 3Y | +133.5% | +23.5% | +109.9% | +95.9% |
| 5Y | +93.0% | -18.9% | +111.8% | +92.8% |
| 10Y | +1,534.9% | +253.9% | +1,281.0% | +743.8% |
| All | +85,698.1% | +2,777.7% | +82,920.4% | +13,107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling