+474.6%
AXP vs ADSK
+211.3%
+263.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.0% |
| 7D | +0.6% | -14.3% | +14.9% | +6.5% |
| 30D | -4.3% | -14.8% | +10.5% | +1.2% |
| 3M | +4.7% | -5.7% | +10.4% | +5.6% |
| 6M | +9.0% | -18.7% | +27.7% | +15.8% |
| YTD | -11.1% | -28.3% | +17.2% | -1.3% |
| 1Y | +1.3% | -35.1% | +36.3% | +17.0% |
| 3Y | +114.5% | -3.2% | +117.7% | +108.2% |
| 5Y | +118.0% | -26.7% | +144.8% | +124.7% |
| All | +474.6% | +211.3% | +263.3% | +255.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling