+755.6%
GOOGL vs ADSK
+222.2%
+533.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | 0.0% | -2.5% | +2.5% | +1.0% |
| 30D | -1.4% | -14.9% | +13.5% | +4.7% |
| 3M | -5.3% | +3.3% | -8.6% | -7.9% |
| 6M | +9.8% | -15.7% | +25.4% | +15.3% |
| YTD | +8.4% | -28.2% | +36.6% | +21.1% |
| 1Y | +41.2% | -34.5% | +75.7% | +63.9% |
| 3Y | +149.6% | -2.9% | +152.5% | +136.0% |
| 5Y | +142.6% | -25.3% | +167.9% | +146.5% |
| All | +755.6% | +222.2% | +533.4% | +399.0% |
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