+7.9%
QCOM vs ADSK
-31.6%
+39.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | -0.1% |
| 7D | +3.3% | -16.4% | +19.7% | +3.0% |
| 30D | +7.7% | -9.2% | +16.9% | +7.6% |
| 3M | -30.1% | -6.7% | -23.3% | -28.6% |
| 6M | +22.8% | -15.5% | +38.3% | +28.0% |
| YTD | +0.2% | -26.4% | +26.6% | +12.2% |
| 1Y | +7.9% | -31.9% | +39.7% | +26.7% |
| All | +7.9% | -31.6% | +39.5% | +26.7% |
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