+2,467.6%
IBM vs ADSK
+4,642.0%
-2,174.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +3.9% |
| 7D | +3.6% | -14.5% | +18.1% | +6.9% |
| 30D | +1.5% | -19.3% | +20.8% | +6.1% |
| 3M | -12.9% | -7.8% | -5.1% | -11.5% |
| 6M | -3.9% | -20.8% | +16.9% | +0.7% |
| YTD | -17.3% | -30.2% | +12.9% | -11.1% |
| 1Y | -5.0% | -36.5% | +31.5% | +4.1% |
| 3Y | +78.2% | -5.7% | +83.9% | +78.1% |
| 5Y | +120.6% | -28.2% | +148.8% | +125.6% |
| 10Y | +144.5% | +209.1% | -64.7% | +78.0% |
| All | +2,467.6% | +4,642.0% | -2,174.4% | +749.6% |
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 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