+143.8%
IBM vs ADSK
+222.2%
-78.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.6% | -2.5% | +6.1% | +4.2% |
| 30D | +3.1% | -14.9% | +18.0% | +7.4% |
| 3M | -10.8% | +3.3% | -14.2% | -11.8% |
| 6M | -0.8% | -15.7% | +14.8% | +3.3% |
| YTD | -16.2% | -28.2% | +12.1% | -9.2% |
| 1Y | -2.9% | -34.5% | +31.7% | +7.6% |
| 3Y | +79.8% | -2.9% | +82.7% | +78.4% |
| 5Y | +124.9% | -25.3% | +150.2% | +129.5% |
| All | +143.8% | +222.2% | -78.4% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling