+149.6%
GOOGL vs ADSK
-3.2%
+152.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | 0.0% | -2.5% | +2.5% | +0.6% |
| 30D | -1.4% | -14.9% | +13.5% | +2.3% |
| 3M | -5.3% | +3.3% | -8.6% | -7.0% |
| 6M | +9.8% | -15.7% | +25.4% | +13.7% |
| YTD | +8.4% | -28.2% | +36.6% | +17.7% |
| 1Y | +41.2% | -34.5% | +75.7% | +58.2% |
| 3Y | +149.6% | -2.9% | +152.5% | +135.5% |
| All | +149.6% | -3.2% | +152.8% | +135.5% |
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