+41.2%
GOOGL vs ADSK
-34.7%
+75.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | 0.0% | -2.5% | +2.5% | +0.3% |
| 30D | -1.4% | -14.9% | +13.5% | +0.5% |
| 3M | -5.3% | +3.3% | -8.6% | -6.2% |
| 6M | +9.8% | -15.7% | +25.4% | +11.9% |
| YTD | +8.4% | -28.2% | +36.6% | +13.8% |
| 1Y | +41.2% | -34.5% | +75.7% | +54.3% |
| All | +41.2% | -34.7% | +75.9% | +54.3% |
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 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