-49.5%
ORCL vs ADSK
-10.6%
-38.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.0% | -9.0% | -3.8% |
| 7D | -14.4% | +11.4% | -25.8% | -17.3% |
| 30D | -12.8% | +21.9% | -34.7% | -18.5% |
| 3M | -14.8% | +13.9% | -28.6% | -18.5% |
| 6M | -30.9% | +9.1% | -40.0% | -31.9% |
| YTD | -35.7% | -8.8% | -26.9% | -32.4% |
| 1Y | -49.5% | -10.2% | -39.2% | -46.8% |
| All | -49.5% | -10.6% | -38.8% | -46.8% |
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 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