+103.2%
INTC vs ADSK
-25.3%
+128.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +7.5% | -2.5% | +10.0% | +8.2% |
| 30D | +2.0% | -14.9% | +16.8% | +7.0% |
| 3M | -12.0% | +3.3% | -15.3% | -15.7% |
| 6M | +114.5% | -15.7% | +130.2% | +120.4% |
| YTD | +179.0% | -28.2% | +207.2% | +206.8% |
| 1Y | +318.3% | -34.5% | +352.8% | +382.5% |
| 3Y | +171.2% | -2.9% | +174.1% | +155.5% |
| All | +103.2% | -25.3% | +128.6% | +83.3% |
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