+1.4%
AVGO vs ADSK
-34.7%
+36.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +1.1% | -2.5% | +3.7% | +1.1% |
| 30D | -13.0% | -14.9% | +1.9% | -12.9% |
| 3M | -6.0% | +3.3% | -9.3% | -5.5% |
| 6M | +6.4% | -15.7% | +22.0% | +9.2% |
| YTD | +5.0% | -28.2% | +33.2% | +14.9% |
| 1Y | +1.4% | -34.5% | +35.9% | +10.3% |
| All | +1.4% | -34.7% | +36.1% | +10.3% |
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