+118.1%
AXP vs ADSK
-23.9%
+142.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | +1.9% |
| 7D | -2.1% | -16.4% | +14.3% | +4.3% |
| 30D | -6.5% | -9.2% | +2.7% | -3.7% |
| 3M | +4.6% | -6.7% | +11.4% | +6.0% |
| 6M | +5.4% | -15.5% | +20.9% | +10.3% |
| YTD | -11.1% | -26.4% | +15.3% | -2.2% |
| 1Y | -0.3% | -31.9% | +31.6% | +13.2% |
| 3Y | +111.6% | -1.0% | +112.5% | +104.1% |
| All | +118.1% | -23.9% | +142.0% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling