+131,933.9%
MSFT vs ADSK
+4,770.3%
+127,163.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.4% |
| 7D | -1.4% | -14.3% | +12.9% | +3.1% |
| 30D | -1.0% | -14.8% | +13.8% | +3.5% |
| 3M | +20.2% | -5.7% | +25.9% | +21.4% |
| 6M | +21.3% | -18.7% | +40.0% | +27.7% |
| YTD | +2.8% | -28.3% | +31.1% | +12.1% |
| 1Y | 0.0% | -35.1% | +35.0% | +12.1% |
| 3Y | +51.2% | -3.2% | +54.4% | +48.8% |
| 5Y | +71.4% | -26.7% | +98.2% | +79.2% |
| 10Y | +868.6% | +208.4% | +660.2% | +570.2% |
| All | +131,933.9% | +4,770.3% | +127,163.6% | +30,100.8% |
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