+116.3%
IBM vs ADSK
-26.7%
+143.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.1% |
| 7D | -0.3% | -10.9% | +10.6% | +2.4% |
| 30D | -1.8% | -15.9% | +14.0% | +2.2% |
| 3M | -13.5% | -4.4% | -9.1% | -12.8% |
| 6M | -5.1% | -16.6% | +11.5% | -1.6% |
| YTD | -19.4% | -28.5% | +9.1% | -14.1% |
| 1Y | -6.5% | -34.6% | +28.1% | +1.2% |
| 3Y | +73.8% | -3.5% | +77.3% | +75.5% |
| 5Y | +116.3% | -25.6% | +141.9% | +113.9% |
| All | +116.3% | -26.7% | +143.0% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling