-2.5%
IBM vs ADSK
-31.6%
+29.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.3% | +3.9% |
| 7D | -0.3% | -16.4% | +16.1% | +8.3% |
| 30D | +0.3% | -9.2% | +9.5% | +4.3% |
| 3M | -21.6% | -6.7% | -14.9% | -20.0% |
| 6M | -4.7% | -15.5% | +10.8% | +1.3% |
| YTD | -19.1% | -26.4% | +7.3% | -13.1% |
| 1Y | -2.5% | -31.9% | +29.4% | +6.6% |
| All | -2.5% | -31.6% | +29.1% | +6.6% |
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