+150,137.3%
KLAC vs ADSK
+4,756.5%
+145,380.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -4.1% |
| 7D | +2.5% | -10.9% | +13.4% | +6.8% |
| 30D | -11.5% | -15.9% | +4.4% | -5.9% |
| 3M | -16.9% | -4.4% | -12.6% | -18.5% |
| 6M | +22.2% | -16.6% | +38.9% | +25.2% |
| YTD | +46.4% | -28.5% | +74.9% | +58.5% |
| 1Y | +91.0% | -34.6% | +125.7% | +114.9% |
| 3Y | +264.6% | -3.5% | +268.0% | +246.6% |
| 5Y | +430.6% | -25.6% | +456.2% | +453.7% |
| 10Y | +2,889.3% | +216.6% | +2,672.7% | +1,649.6% |
| All | +150,137.3% | +4,756.5% | +145,380.8% | +22,277.6% |
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