+50,186.6%
QCOM vs ADSK
+5,626.6%
+44,560.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +2.9% |
| 7D | +3.3% | -16.4% | +19.7% | +9.7% |
| 30D | +7.7% | -9.2% | +16.9% | +10.9% |
| 3M | -30.1% | -6.7% | -23.3% | -29.5% |
| 6M | +22.8% | -15.5% | +38.3% | +26.7% |
| YTD | +0.2% | -26.4% | +26.6% | +7.9% |
| 1Y | +7.9% | -31.9% | +39.7% | +19.4% |
| 3Y | +55.8% | -1.0% | +56.8% | +50.6% |
| 5Y | +30.1% | -24.5% | +54.6% | +36.1% |
| 10Y | +248.9% | +220.4% | +28.5% | +121.0% |
| All | +50,186.6% | +5,626.6% | +44,560.0% | +9,087.5% |
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