+238.0%
GM vs ADSK
+493.6%
-255.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | -1.1% | -14.9% | +13.8% | +4.4% |
| 3M | +6.1% | +3.3% | +2.8% | +3.7% |
| 6M | +15.0% | -15.7% | +30.6% | +19.9% |
| YTD | +6.0% | -28.2% | +34.2% | +16.6% |
| 1Y | +47.1% | -34.5% | +81.6% | +67.4% |
| 3Y | +170.5% | -2.9% | +173.4% | +157.5% |
| 5Y | +80.5% | -25.3% | +105.8% | +83.1% |
| 10Y | +238.7% | +217.8% | +20.9% | +88.1% |
| All | +238.0% | +493.6% | -255.6% | +31.7% |
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