+319.1%
DELL vs ADSK
-31.6%
+350.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.8% | +1.4% |
| 7D | +14.9% | -16.4% | +31.3% | +14.8% |
| 30D | +13.3% | -9.2% | +22.5% | +13.5% |
| 3M | +24.4% | -6.7% | +31.1% | +28.1% |
| 6M | +258.0% | -15.5% | +273.5% | +284.3% |
| YTD | +320.2% | -26.4% | +346.6% | +356.8% |
| 1Y | +319.1% | -31.9% | +350.9% | +350.4% |
| All | +319.1% | -31.6% | +350.7% | +350.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling