+3,196.3%
HPQ vs ADSK
+4,774.6%
-1,578.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.3% |
| 7D | +9.8% | -2.5% | +12.3% | +10.6% |
| 30D | +22.4% | -14.9% | +37.2% | +27.8% |
| 3M | +45.2% | +3.3% | +41.8% | +42.8% |
| 6M | +96.4% | -15.7% | +112.1% | +104.2% |
| YTD | +65.4% | -28.2% | +93.6% | +79.9% |
| 1Y | +31.6% | -34.5% | +66.1% | +47.1% |
| 3Y | +37.0% | -2.9% | +39.9% | +35.2% |
| 5Y | +53.0% | -25.3% | +78.3% | +58.2% |
| 10Y | +257.2% | +217.8% | +39.5% | +134.8% |
| All | +3,196.3% | +4,774.6% | -1,578.4% | +668.8% |
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