+878.4%
MSFT vs ADSK
+222.2%
+656.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -0.8% | -2.5% | +1.7% | +0.3% |
| 30D | +0.8% | -14.9% | +15.7% | +7.9% |
| 3M | +27.2% | +3.3% | +23.9% | +23.7% |
| 6M | +22.9% | -15.7% | +38.6% | +30.3% |
| YTD | +3.1% | -28.2% | +31.4% | +17.3% |
| 1Y | -0.3% | -34.5% | +34.3% | +18.1% |
| 3Y | +50.1% | -2.9% | +53.0% | +43.6% |
| 5Y | +74.6% | -25.3% | +100.0% | +80.3% |
| All | +878.4% | +222.2% | +656.2% | +476.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling