+115.4%
AXP vs ADSK
-1.5%
+116.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | +1.7% |
| 7D | -2.1% | -16.4% | +14.3% | +4.0% |
| 30D | -6.5% | -9.2% | +2.7% | -3.9% |
| 3M | +4.6% | -6.7% | +11.4% | +6.0% |
| 6M | +5.4% | -15.5% | +20.9% | +10.6% |
| YTD | -11.1% | -26.4% | +15.3% | -1.1% |
| 1Y | -0.3% | -31.9% | +31.6% | +15.1% |
| All | +115.4% | -1.5% | +116.9% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling