+95.0%
MO vs ADSK
-3.2%
+98.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.1% | -2.5% | +2.7% | +0.2% |
| 30D | +7.1% | -14.9% | +22.0% | +7.4% |
| 3M | -2.0% | +3.3% | -5.3% | -1.8% |
| 6M | +7.3% | -15.7% | +23.0% | +7.2% |
| YTD | +23.5% | -28.2% | +51.7% | +23.6% |
| 1Y | +11.0% | -34.5% | +45.5% | +11.3% |
| 3Y | +95.0% | -2.9% | +97.9% | +85.6% |
| All | +95.0% | -3.2% | +98.2% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling