+3.6%
GOOG vs ADSK
-10.6%
+14.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.8% | +2.4% |
| 7D | -10.7% | +11.4% | -22.2% | -11.9% |
| 30D | -16.4% | +21.9% | -38.3% | -18.5% |
| 3M | -23.4% | +13.9% | -37.3% | -25.0% |
| 6M | -24.2% | +9.1% | -33.3% | -25.3% |
| YTD | -8.3% | -8.8% | +0.5% | -8.7% |
| 1Y | +3.6% | -10.2% | +13.8% | +3.6% |
| All | +3.6% | -10.6% | +14.2% | +3.6% |
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