+282.9%
QCOM vs ADSK
+222.2%
+60.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +7.8% | -2.5% | +10.4% | +9.0% |
| 30D | +12.2% | -14.9% | +27.1% | +20.1% |
| 3M | -9.9% | +3.3% | -13.2% | -13.3% |
| 6M | +36.9% | -15.7% | +52.6% | +42.6% |
| YTD | +8.0% | -28.2% | +36.3% | +21.3% |
| 1Y | +15.0% | -34.5% | +49.6% | +35.4% |
| 3Y | +75.8% | -2.9% | +78.7% | +66.4% |
| 5Y | +42.2% | -25.3% | +67.5% | +47.5% |
| All | +282.9% | +222.2% | +60.7% | +127.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling