+55.2%
EBAY vs ADSK
-10.6%
+65.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.0% | -1.5% | +3.7% |
| 7D | +6.0% | +11.4% | -5.4% | +3.2% |
| 30D | +16.8% | +21.9% | -5.1% | +11.1% |
| 3M | +14.5% | +13.9% | +0.7% | +9.9% |
| 6M | +15.1% | +9.1% | +6.0% | +11.6% |
| YTD | +45.0% | -8.8% | +53.8% | +47.0% |
| 1Y | +55.2% | -10.2% | +65.4% | +58.3% |
| All | +55.2% | -10.6% | +65.8% | +58.3% |
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