+1,458.7%
DIS vs ADSK
+4,900.9%
-3,442.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.5% | +0.1% |
| 7D | -2.6% | -16.4% | +13.8% | +1.3% |
| 30D | +3.5% | -9.2% | +12.7% | +5.5% |
| 3M | +6.8% | -6.7% | +13.6% | +7.9% |
| 6M | +3.0% | -15.5% | +18.5% | +5.9% |
| YTD | -6.7% | -26.4% | +19.7% | -1.4% |
| 1Y | -10.1% | -31.9% | +21.8% | -3.3% |
| 3Y | +33.0% | -1.0% | +34.0% | +30.2% |
| 5Y | -40.0% | -24.5% | -15.5% | -38.7% |
| 10Y | +21.1% | +220.4% | -199.3% | -11.9% |
| All | +1,458.7% | +4,900.9% | -3,442.2% | +475.6% |
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