+63.9%
META vs ADSK
-25.9%
+89.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.8% |
| 7D | +6.0% | -14.3% | +20.4% | +14.4% |
| 30D | +3.6% | -14.8% | +18.4% | +11.5% |
| 3M | +4.9% | -5.7% | +10.6% | +6.1% |
| 6M | -4.7% | -18.7% | +14.0% | +3.1% |
| YTD | -6.9% | -28.3% | +21.4% | +7.6% |
| 1Y | -18.2% | -35.1% | +16.9% | +0.1% |
| 3Y | +107.8% | -3.2% | +110.9% | +88.5% |
| 5Y | +63.9% | -26.7% | +90.6% | +51.4% |
| All | +63.9% | -25.9% | +89.8% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling