+95.7%
QQQ vs ADSK
-25.3%
+121.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.6% | -2.5% | +2.0% | +0.4% |
| 30D | -1.2% | -14.9% | +13.7% | +4.5% |
| 3M | -0.2% | +3.3% | -3.5% | -3.3% |
| 6M | +17.9% | -15.7% | +33.6% | +23.1% |
| YTD | +16.6% | -28.2% | +44.9% | +30.3% |
| 1Y | +23.0% | -34.5% | +57.5% | +43.2% |
| 3Y | +92.9% | -2.9% | +95.8% | +81.6% |
| All | +95.7% | -25.3% | +121.1% | +80.3% |
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