+3,340.5%
GLW vs ADSK
+5,968.5%
-2,628.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.9% |
| 7D | +7.7% | +1.0% | +6.7% | +7.4% |
| 30D | -18.8% | +14.4% | -33.2% | -22.4% |
| 3M | -27.7% | +2.5% | -30.2% | -29.6% |
| 6M | -44.4% | +14.5% | -58.9% | -48.9% |
| YTD | +31.3% | -10.7% | +42.0% | +28.2% |
| 1Y | +40.0% | -11.0% | +51.1% | +36.9% |
| 3Y | +339.2% | +25.9% | +313.4% | +280.7% |
| 5Y | +229.2% | -19.7% | +248.9% | +216.6% |
| 10Y | +528.4% | +258.2% | +270.1% | +270.0% |
| All | +3,340.5% | +5,968.5% | -2,628.0% | +705.4% |
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