-22.5%
DIS vs ADSK
-20.1%
-2.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | +9.2% | +14.4% | -5.2% | +4.0% |
| 3M | +13.5% | +2.5% | +11.0% | +11.7% |
| 6M | +14.3% | +14.5% | -0.2% | +7.3% |
| YTD | +5.4% | -10.7% | +16.0% | +7.5% |
| 1Y | +12.2% | -11.0% | +23.2% | +14.5% |
| 3Y | +37.2% | +25.9% | +11.3% | +18.5% |
| All | -22.5% | -20.1% | -2.5% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling