+6.8%
BABA vs ADSK
+364.6%
-357.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.8% | -7.0% |
| 7D | -12.7% | -3.6% | -9.1% | -11.5% |
| 30D | -14.9% | +12.6% | -27.5% | -18.9% |
| 3M | -24.6% | +4.0% | -28.6% | -26.7% |
| 6M | -29.3% | +10.5% | -39.8% | -33.6% |
| YTD | -35.0% | -12.3% | -22.7% | -33.9% |
| 1Y | -39.7% | -14.0% | -25.7% | -38.2% |
| 3Y | +21.2% | +23.2% | -2.0% | +3.8% |
| 5Y | -39.9% | -21.2% | -18.7% | -40.7% |
| 10Y | +7.8% | +251.6% | -243.7% | -44.8% |
| All | +6.8% | +364.6% | -357.8% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling