+358.3%
DELL vs ADSK
-34.7%
+393.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +12.0% |
| 7D | +8.2% | -2.5% | +10.8% | +8.2% |
| 30D | +17.1% | -14.9% | +32.0% | +17.3% |
| 3M | +45.2% | +3.3% | +41.8% | +43.4% |
| 6M | +286.8% | -15.7% | +302.4% | +308.8% |
| YTD | +354.8% | -28.2% | +383.0% | +397.4% |
| 1Y | +358.3% | -34.5% | +392.8% | +396.3% |
| All | +358.3% | -34.7% | +393.0% | +396.3% |
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