+38.9%
QCOM vs ADSK
-28.7%
+67.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +4.0% | +2.5% |
| 7D | +4.4% | -14.5% | +18.9% | +11.8% |
| 30D | +9.4% | -19.3% | +28.7% | +20.0% |
| 3M | -13.7% | -7.8% | -5.9% | -12.5% |
| 6M | +28.9% | -20.8% | +49.7% | +39.2% |
| YTD | +4.7% | -30.2% | +34.9% | +20.7% |
| 1Y | +13.5% | -36.5% | +50.0% | +38.2% |
| 3Y | +77.1% | -5.7% | +82.8% | +66.8% |
| 5Y | +38.9% | -28.2% | +67.1% | +40.8% |
| All | +38.9% | -28.7% | +67.6% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling