+97,349.7%
ASML vs ADSK
+2,310.7%
+95,039.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.3% | +12.4% | +7.8% |
| 7D | +1.1% | -16.4% | +17.5% | +8.9% |
| 30D | +2.2% | -9.2% | +11.4% | +5.7% |
| 3M | -2.3% | -6.7% | +4.4% | -2.3% |
| 6M | +23.0% | -15.5% | +38.5% | +26.5% |
| YTD | +61.1% | -26.4% | +87.4% | +74.6% |
| 1Y | +129.1% | -31.9% | +161.0% | +157.2% |
| 3Y | +165.4% | -1.0% | +166.3% | +149.7% |
| 5Y | +109.5% | -24.5% | +134.0% | +120.0% |
| 10Y | +1,645.7% | +220.4% | +1,425.3% | +858.6% |
| All | +97,349.7% | +2,310.7% | +95,039.0% | +16,393.2% |
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