+15.3%
BABA vs ADSK
+213.4%
-198.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.9% |
| 7D | -2.2% | -14.5% | +12.4% | +3.8% |
| 30D | -17.3% | -19.3% | +2.0% | -10.7% |
| 3M | -7.8% | -7.8% | 0.0% | -6.3% |
| 6M | -16.8% | -20.8% | +4.0% | -10.9% |
| YTD | -24.7% | -30.2% | +5.5% | -15.8% |
| 1Y | -24.9% | -36.5% | +11.5% | -12.8% |
| 3Y | +29.1% | -5.7% | +34.8% | +23.0% |
| 5Y | -30.5% | -28.2% | -2.3% | -29.1% |
| All | +15.3% | +213.4% | -198.1% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling