+13,624.1%
MA vs ADSK
+479.3%
+13,144.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.3% |
| 7D | -1.8% | -14.3% | +12.6% | +4.6% |
| 30D | +1.4% | -14.8% | +16.2% | +7.9% |
| 3M | +17.7% | -5.7% | +23.4% | +19.2% |
| 6M | +9.7% | -18.7% | +28.4% | +17.5% |
| YTD | +0.5% | -28.3% | +28.8% | +12.8% |
| 1Y | -2.1% | -35.1% | +33.0% | +14.5% |
| 3Y | +40.1% | -3.2% | +43.3% | +33.7% |
| 5Y | +67.5% | -26.7% | +94.2% | +71.5% |
| 10Y | +505.6% | +208.4% | +297.2% | +210.5% |
| All | +13,624.1% | +479.3% | +13,144.8% | +4,660.5% |
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 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