+177.9%
KO vs ADSK
+221.0%
-43.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | -1.1% | -10.9% | +9.8% | +0.3% |
| 30D | +1.6% | -15.9% | +17.5% | +3.7% |
| 3M | +5.8% | -4.4% | +10.1% | +6.1% |
| 6M | +14.3% | -16.6% | +30.9% | +16.3% |
| YTD | +27.3% | -28.5% | +55.8% | +31.9% |
| 1Y | +33.2% | -34.6% | +67.8% | +39.7% |
| 3Y | +64.5% | -3.5% | +67.9% | +60.4% |
| 5Y | +83.1% | -25.6% | +108.7% | +81.8% |
| All | +177.9% | +221.0% | -43.1% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling