-14.2%
BABA vs ADSK
-14.0%
-0.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.5% | +1.4% |
| 7D | -4.8% | -16.4% | +11.6% | -4.3% |
| 30D | -11.9% | -9.2% | -2.7% | -12.0% |
| 3M | -9.3% | -6.7% | -2.5% | -9.8% |
| 6M | -14.2% | -15.5% | +1.3% | -16.7% |
| All | -14.2% | -14.0% | -0.3% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling