+32.9%
BABA vs ADSK
-3.8%
+36.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | -0.2% | -14.3% | +14.2% | +2.8% |
| 30D | -12.3% | -14.8% | +2.5% | -9.8% |
| 3M | -5.3% | -5.7% | +0.4% | -5.1% |
| 6M | -13.1% | -18.7% | +5.6% | -10.0% |
| YTD | -22.4% | -28.3% | +5.9% | -17.0% |
| 1Y | -19.5% | -35.1% | +15.6% | -11.0% |
| 3Y | +32.9% | -3.2% | +36.1% | +28.3% |
| All | +32.9% | -3.8% | +36.7% | +28.3% |
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