+43.7%
PYPL vs ADSK
+309.9%
-266.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -0.4% |
| 7D | -4.3% | -14.5% | +10.2% | +4.2% |
| 30D | -11.5% | -19.3% | +7.8% | -0.6% |
| 3M | +26.1% | -7.8% | +33.9% | +30.4% |
| 6M | +13.7% | -20.8% | +34.4% | +26.9% |
| YTD | -9.8% | -30.2% | +20.3% | +8.0% |
| 1Y | -22.1% | -36.5% | +14.4% | -1.5% |
| 3Y | -13.5% | -5.7% | -7.8% | -14.7% |
| 5Y | -81.6% | -28.2% | -53.4% | -79.7% |
| 10Y | +38.8% | +209.1% | -170.3% | -18.1% |
| All | +43.7% | +309.9% | -266.2% | -24.0% |
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