+2,120.4%
CMCSA vs ADSK
+4,756.5%
-2,636.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +1.8% |
| 7D | -5.6% | -10.9% | +5.4% | -3.1% |
| 30D | -1.9% | -15.9% | +14.0% | +1.8% |
| 3M | +6.4% | -4.4% | +10.8% | +7.0% |
| 6M | -16.9% | -16.6% | -0.3% | -14.3% |
| YTD | -6.8% | -28.5% | +21.7% | -0.9% |
| 1Y | -15.9% | -34.6% | +18.8% | -8.9% |
| 3Y | -33.4% | -3.5% | -30.0% | -34.9% |
| 5Y | -46.7% | -25.6% | -21.1% | -46.3% |
| 10Y | +7.0% | +216.6% | -209.6% | -25.4% |
| All | +2,120.4% | +4,756.5% | -2,636.1% | +523.1% |
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