+57.4%
INTC vs ADSK
-10.6%
+68.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.0% | -10.8% | -0.5% |
| 7D | -39.0% | +11.4% | -50.4% | -35.3% |
| 30D | -49.8% | +21.9% | -71.8% | -44.9% |
| 3M | -42.2% | +13.9% | -56.1% | -37.0% |
| 6M | -39.2% | +9.1% | -48.3% | -29.5% |
| YTD | +57.9% | -8.8% | +66.7% | +96.6% |
| 1Y | +57.4% | -10.2% | +67.6% | +102.6% |
| All | +57.4% | -10.6% | +68.0% | +102.6% |
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