-35.3%
BABA vs ADSK
-10.6%
-24.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.0% | -2.1% | +4.6% |
| 7D | +4.3% | +11.4% | -7.1% | +4.0% |
| 30D | -5.0% | +21.9% | -26.9% | -5.4% |
| 3M | -18.4% | +13.9% | -32.2% | -19.0% |
| 6M | -20.3% | +9.1% | -29.4% | -21.3% |
| YTD | -27.5% | -8.8% | -18.8% | -34.3% |
| 1Y | -35.3% | -10.2% | -25.1% | -41.6% |
| All | -35.3% | -10.6% | -24.7% | -41.6% |
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