+0.8%
META vs ADSK
-10.6%
+11.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.0% | -5.6% | +0.9% |
| 7D | +2.9% | +11.4% | -8.6% | +2.0% |
| 30D | -15.1% | +21.9% | -37.0% | -16.6% |
| 3M | +7.2% | +13.9% | -6.6% | +5.8% |
| 6M | +3.4% | +9.1% | -5.7% | +2.1% |
| YTD | -4.3% | -8.8% | +4.4% | -0.8% |
| 1Y | +0.8% | -10.2% | +11.0% | +5.1% |
| All | +0.8% | -10.6% | +11.4% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling