+80,969.6%
ASML vs ADSK
+2,795.5%
+78,174.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| YTD | +34.0% | -11.6% | +45.6% | +31.8% |
| 1Y | +39.3% | -11.2% | +50.5% | +36.7% |
| 3Y | +128.9% | +29.6% | +99.3% | +88.0% |
| 5Y | +76.1% | -19.4% | +95.4% | +76.4% |
| 10Y | +1,428.4% | +276.9% | +1,151.5% | +668.2% |
| All | +80,969.6% | +2,795.5% | +78,174.1% | +12,345.1% |
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 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