+97.6%
META vs ADSK
-20.9%
+118.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +3.3% | +3.1% | +0.2% | +1.6% |
| 30D | -10.8% | +10.5% | -21.3% | -15.7% |
| 3M | +7.9% | +1.6% | +6.3% | +5.1% |
| 6M | +5.4% | +6.4% | -1.0% | -1.3% |
| YTD | -2.6% | -12.1% | +9.5% | +0.4% |
| 1Y | +1.9% | -12.9% | +14.8% | +5.5% |
| 3Y | +97.0% | +23.5% | +73.4% | +54.6% |
| 5Y | +97.6% | -18.9% | +116.5% | +68.6% |
| All | +97.6% | -20.9% | +118.5% | +68.6% |
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 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