+145.8%
GOOG vs ADSK
-3.2%
+149.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | 0.0% | -2.5% | +2.6% | +0.7% |
| 30D | -2.0% | -14.9% | +12.9% | +1.7% |
| 3M | -5.9% | +3.3% | -9.2% | -7.6% |
| 6M | +8.9% | -15.7% | +24.6% | +12.7% |
| YTD | +7.1% | -28.2% | +35.4% | +16.3% |
| 1Y | +39.7% | -34.5% | +74.2% | +56.4% |
| 3Y | +145.8% | -2.9% | +148.7% | +131.4% |
| All | +145.8% | -3.2% | +149.1% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling