+14.4%
BABA vs ADSK
+221.0%
-206.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.7% |
| 7D | -2.9% | -10.9% | +8.0% | +1.3% |
| 30D | -15.1% | -15.9% | +0.8% | -9.8% |
| 3M | -5.0% | -4.4% | -0.7% | -4.9% |
| 6M | -19.9% | -16.6% | -3.3% | -16.0% |
| YTD | -25.3% | -28.5% | +3.3% | -17.2% |
| 1Y | -23.9% | -34.6% | +10.8% | -12.6% |
| 3Y | +28.1% | -3.5% | +31.6% | +20.9% |
| 5Y | -31.4% | -25.6% | -5.8% | -31.0% |
| All | +14.4% | +221.0% | -206.6% | -39.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling