+13,245.4%
GOOG vs ADSK
+1,020.7%
+12,224.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.3% |
| 7D | -2.5% | -10.9% | +8.4% | +1.6% |
| 30D | -3.6% | -15.9% | +12.3% | +2.2% |
| 3M | -6.4% | -4.4% | -2.1% | -6.1% |
| 6M | +7.8% | -16.6% | +24.4% | +13.1% |
| YTD | +5.5% | -28.5% | +34.0% | +16.4% |
| 1Y | +38.3% | -34.6% | +72.9% | +57.6% |
| 3Y | +143.1% | -3.5% | +146.5% | +133.8% |
| 5Y | +135.0% | -25.6% | +160.6% | +142.0% |
| 10Y | +778.1% | +216.6% | +561.5% | +415.3% |
| All | +13,245.4% | +1,020.7% | +12,224.7% | +3,692.3% |
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