-18.4%
QCOM vs ADSK
+15.3%
-33.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.2% |
| 7D | +4.3% | +1.0% | +3.2% | +4.6% |
| 30D | -0.1% | +14.4% | -14.5% | +3.6% |
| 3M | +5.2% | +2.5% | +2.7% | +4.6% |
| 6M | -18.4% | +14.5% | -32.8% | -13.2% |
| All | -18.4% | +15.3% | -33.6% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling