+52,520.0%
QCOM vs ADSK
+6,733.3%
+45,786.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | -3.7% | +5.7% | +3.2% |
| 30D | +1.2% | +11.3% | -10.1% | -2.9% |
| 3M | +9.1% | +3.3% | +5.8% | +6.6% |
| 6M | -25.0% | +10.1% | -35.1% | -29.6% |
| YTD | +4.8% | -12.2% | +17.0% | +5.4% |
| 1Y | +3.6% | -13.9% | +17.5% | +4.9% |
| 3Y | +51.5% | +23.5% | +28.0% | +34.7% |
| 5Y | +19.7% | -20.0% | +39.8% | +21.6% |
| 10Y | +245.8% | +252.3% | -6.5% | +110.1% |
| All | +52,520.0% | +6,733.3% | +45,786.7% | +8,875.4% |
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