+13,271.7%
GOOGL vs ADSK
+1,020.7%
+12,251.0%
-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 | -2.8% | -10.9% | +8.1% | +1.3% |
| 30D | -3.2% | -15.9% | +12.7% | +2.7% |
| 3M | -6.6% | -4.4% | -2.2% | -6.2% |
| 6M | +8.5% | -16.6% | +25.1% | +13.9% |
| YTD | +6.5% | -28.5% | +35.0% | +17.6% |
| 1Y | +39.4% | -34.6% | +74.1% | +59.1% |
| 3Y | +146.2% | -3.5% | +149.7% | +136.8% |
| 5Y | +138.3% | -25.6% | +163.9% | +145.4% |
| 10Y | +751.7% | +216.6% | +535.1% | +399.6% |
| All | +13,271.7% | +1,020.7% | +12,251.0% | +3,699.2% |
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