+2,780.0%
GE vs ADSK
+4,642.0%
-1,862.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.3% |
| 7D | -1.2% | -14.5% | +13.3% | +2.0% |
| 30D | -11.3% | -19.3% | +8.1% | -7.5% |
| 3M | -1.4% | -7.8% | +6.4% | -0.6% |
| 6M | +1.2% | -20.8% | +22.0% | +4.8% |
| YTD | +5.9% | -30.2% | +36.1% | +12.3% |
| 1Y | +18.4% | -36.5% | +54.9% | +27.9% |
| 3Y | +271.0% | -5.7% | +276.7% | +265.7% |
| 5Y | +417.9% | -28.2% | +446.1% | +428.7% |
| 10Y | +152.0% | +209.1% | -57.2% | +86.5% |
| All | +2,780.0% | +4,642.0% | -1,862.0% | +1,008.5% |
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