+10.5%
MO vs ADSK
-31.6%
+42.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.7% |
| 7D | +0.3% | -16.4% | +16.7% | +0.6% |
| 30D | +0.6% | -9.2% | +9.9% | +0.6% |
| 3M | -1.0% | -6.7% | +5.8% | -1.8% |
| 6M | +4.3% | -15.5% | +19.9% | +2.5% |
| YTD | +23.3% | -26.4% | +49.7% | +18.7% |
| 1Y | +10.5% | -31.9% | +42.3% | +4.0% |
| All | +10.5% | -31.6% | +42.1% | +4.0% |
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