+143.3%
DELL vs ADSK
-10.6%
+154.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +7.0% | -15.9% | -7.5% |
| 7D | -24.6% | +11.4% | -36.0% | -23.0% |
| 30D | -32.5% | +21.9% | -54.4% | -30.6% |
| 3M | -20.2% | +13.9% | -34.1% | -17.5% |
| 6M | +76.5% | +9.1% | +67.4% | +91.3% |
| YTD | +198.9% | -8.8% | +207.7% | +246.0% |
| 1Y | +143.3% | -10.2% | +153.6% | +187.3% |
| All | +143.3% | -10.6% | +154.0% | +187.3% |
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 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