+1,527.5%
META vs ADSK
+583.3%
+944.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.3% | +9.3% | +4.6% |
| 7D | +6.7% | -16.4% | +23.1% | +15.0% |
| 30D | +4.8% | -9.2% | +14.0% | +8.5% |
| 3M | -1.6% | -6.7% | +5.1% | 0.0% |
| 6M | -7.5% | -15.5% | +8.0% | -2.8% |
| YTD | -6.4% | -26.4% | +20.0% | +3.9% |
| 1Y | -17.3% | -31.9% | +14.5% | -5.1% |
| 3Y | +109.9% | -1.0% | +110.9% | +98.2% |
| 5Y | +65.4% | -24.5% | +89.9% | +71.9% |
| 10Y | +391.8% | +220.4% | +171.4% | +198.7% |
| All | +1,527.5% | +583.3% | +944.2% | +745.4% |
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 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