+4,542.6%
GLW vs ADSK
+4,900.9%
-358.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.3% | +13.9% | +8.1% |
| 7D | +3.8% | -16.4% | +20.2% | +9.1% |
| 30D | -1.3% | -9.2% | +7.9% | +0.8% |
| 3M | -21.8% | -6.7% | -15.1% | -22.1% |
| 6M | +6.9% | -15.5% | +22.4% | +8.1% |
| YTD | +77.2% | -26.4% | +103.5% | +85.5% |
| 1Y | +123.2% | -31.9% | +155.1% | +139.2% |
| 3Y | +400.0% | -1.0% | +401.0% | +370.8% |
| 5Y | +342.8% | -24.5% | +367.3% | +338.2% |
| 10Y | +771.4% | +220.4% | +551.0% | +436.8% |
| All | +4,542.6% | +4,900.9% | -358.3% | +1,065.8% |
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