+53,398.1%
ORLY vs ADSK
+4,251.5%
+49,146.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | -2.5% | +0.2% | -1.9% |
| 30D | -6.8% | -14.9% | +8.1% | -4.3% |
| 3M | -4.8% | +3.3% | -8.1% | -5.7% |
| 6M | -9.1% | -15.7% | +6.6% | -7.0% |
| YTD | -5.9% | -28.2% | +22.3% | -1.2% |
| 1Y | -20.4% | -34.5% | +14.1% | -15.1% |
| 3Y | +36.6% | -2.9% | +39.5% | +33.9% |
| 5Y | +117.3% | -25.3% | +142.6% | +117.5% |
| 10Y | +362.7% | +217.8% | +144.9% | +246.1% |
| All | +53,398.1% | +4,251.5% | +49,146.6% | +24,679.9% |
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 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