+31,987.2%
AVGO vs ADSK
+849.5%
+31,137.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.1% |
| 7D | -0.8% | -14.5% | +13.7% | +6.4% |
| 30D | -13.7% | -19.3% | +5.6% | -5.2% |
| 3M | -6.9% | -7.8% | +0.9% | -5.6% |
| 6M | +5.8% | -20.8% | +26.5% | +13.8% |
| YTD | +5.7% | -30.2% | +35.9% | +20.1% |
| 1Y | +9.0% | -36.5% | +45.5% | +29.4% |
| 3Y | +340.5% | -5.7% | +346.2% | +332.2% |
| 5Y | +711.1% | -28.2% | +739.2% | +766.4% |
| 10Y | +2,856.4% | +209.1% | +2,647.3% | +1,481.4% |
| All | +31,987.2% | +849.5% | +31,137.7% | +10,006.7% |
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