-1.6%
ORLY vs ADSK
-10.6%
+9.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.4% | +1.5% |
| 7D | +2.1% | +11.4% | -9.3% | +0.3% |
| 30D | +10.1% | +21.9% | -11.8% | +6.8% |
| 3M | +0.6% | +13.9% | -13.3% | -1.9% |
| 6M | -1.7% | +9.1% | -10.9% | -4.4% |
| YTD | +1.2% | -8.8% | +10.0% | -0.5% |
| 1Y | -1.6% | -10.2% | +8.6% | -2.9% |
| All | -1.6% | -10.6% | +9.1% | -2.9% |
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