-40.2%
INTU vs ADSK
-25.3%
-14.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -3.3% | -2.5% | -0.8% | -1.6% |
| 30D | -3.9% | -14.9% | +10.9% | +6.7% |
| 3M | +16.6% | +3.3% | +13.3% | +13.4% |
| 6M | -26.4% | -15.7% | -10.8% | -17.7% |
| YTD | -51.0% | -28.2% | -22.8% | -38.9% |
| 1Y | -50.8% | -34.5% | -16.2% | -35.0% |
| 3Y | -40.1% | -2.9% | -37.2% | -41.0% |
| All | -40.2% | -25.3% | -14.8% | -41.5% |
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