+418.8%
META vs ADSK
+203.1%
+215.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.6% | +9.2% | +7.8% |
| 7D | +10.3% | -14.5% | +24.8% | +18.4% |
| 30D | +9.9% | -19.3% | +29.2% | +20.8% |
| 3M | +11.9% | -7.8% | +19.7% | +14.3% |
| 6M | +1.2% | -20.8% | +21.9% | +9.9% |
| YTD | -0.8% | -30.2% | +29.4% | +14.0% |
| 1Y | -14.3% | -36.5% | +22.1% | +3.1% |
| 3Y | +121.4% | -5.7% | +127.1% | +110.8% |
| 5Y | +74.5% | -28.2% | +102.6% | +84.2% |
| 10Y | +418.8% | +209.1% | +209.7% | +207.6% |
| All | +418.8% | +203.1% | +215.7% | +207.6% |
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 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