-11.1%
AXP vs ADSK
-12.5%
+1.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.1% |
| 7D | -0.6% | +3.1% | -3.7% | -1.1% |
| 30D | +5.0% | +10.5% | -5.6% | +3.4% |
| 3M | -4.2% | +1.6% | -5.8% | -4.7% |
| 6M | +2.9% | +6.4% | -3.4% | +1.6% |
| YTD | -11.6% | -12.1% | +0.5% | -9.9% |
| 1Y | -11.1% | -12.9% | +1.8% | -8.8% |
| All | -11.1% | -12.5% | +1.5% | -8.8% |
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