+147.5%
GE vs ADSK
+222.2%
-74.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | -4.0% | -2.5% | -1.5% | -3.3% |
| 30D | -11.4% | -14.9% | +3.5% | -7.5% |
| 3M | -2.6% | +3.3% | -5.9% | -4.8% |
| 6M | -0.3% | -15.7% | +15.3% | +2.8% |
| YTD | +5.4% | -28.2% | +33.6% | +13.9% |
| 1Y | +15.5% | -34.5% | +50.1% | +28.6% |
| 3Y | +260.8% | -2.9% | +263.7% | +245.9% |
| 5Y | +421.6% | -25.3% | +447.0% | +422.3% |
| All | +147.5% | +222.2% | -74.7% | +63.6% |
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 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