+17.8%
AVGO vs ADSK
-31.6%
+49.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.5% | +0.3% |
| 7D | -3.0% | -16.4% | +13.5% | -2.8% |
| 30D | -14.4% | -9.2% | -5.2% | -14.1% |
| 3M | -14.4% | -6.7% | -7.7% | -12.8% |
| 6M | +13.1% | -15.5% | +28.6% | +17.3% |
| YTD | +3.8% | -26.4% | +30.2% | +15.9% |
| 1Y | +17.8% | -31.9% | +49.7% | +35.8% |
| All | +17.8% | -31.6% | +49.4% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling