+459.7%
GLW vs ADSK
-3.6%
+463.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.1% |
| 7D | +11.7% | -10.9% | +22.6% | +11.4% |
| 30D | +2.7% | -15.9% | +18.6% | +2.3% |
| 3M | -2.8% | -4.4% | +1.5% | -2.9% |
| 6M | +20.2% | -16.6% | +36.8% | +22.2% |
| YTD | +87.3% | -28.5% | +115.8% | +100.5% |
| 1Y | +119.6% | -34.6% | +154.2% | +143.1% |
| All | +459.7% | -3.6% | +463.3% | +433.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling