+276.1%
EBAY vs ADSK
+222.2%
+53.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +4.2% | -2.5% | +6.7% | +5.0% |
| 30D | +5.6% | -14.9% | +20.5% | +10.7% |
| 3M | -1.4% | +3.3% | -4.7% | -3.2% |
| 6M | +18.2% | -15.7% | +33.9% | +22.9% |
| YTD | +24.8% | -28.2% | +53.1% | +36.4% |
| 1Y | +18.0% | -34.5% | +52.6% | +32.7% |
| 3Y | +160.3% | -2.9% | +163.2% | +149.9% |
| 5Y | +62.1% | -25.3% | +87.5% | +62.9% |
| All | +276.1% | +222.2% | +53.9% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling