+123.2%
GLW vs ADSK
-31.6%
+154.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.3% | +13.9% | +1.2% |
| 7D | +3.8% | -16.4% | +20.2% | -5.5% |
| 30D | -1.3% | -9.2% | +7.9% | -5.3% |
| 3M | -21.8% | -6.7% | -15.1% | -20.2% |
| 6M | +6.9% | -15.5% | +22.4% | +8.0% |
| YTD | +77.2% | -26.4% | +103.5% | +85.9% |
| 1Y | +123.2% | -31.9% | +155.1% | +137.6% |
| All | +123.2% | -31.6% | +154.8% | +137.6% |
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 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