+780.7%
GOOG vs ADSK
+222.2%
+558.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | 0.0% | -2.5% | +2.6% | +1.1% |
| 30D | -2.0% | -14.9% | +12.9% | +4.1% |
| 3M | -5.9% | +3.3% | -9.2% | -8.4% |
| 6M | +8.9% | -15.7% | +24.6% | +14.3% |
| YTD | +7.1% | -28.2% | +35.4% | +19.5% |
| 1Y | +39.7% | -34.5% | +74.2% | +62.0% |
| 3Y | +145.8% | -2.9% | +148.7% | +132.3% |
| 5Y | +138.6% | -25.3% | +163.9% | +142.4% |
| All | +780.7% | +222.2% | +558.5% | +413.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling