+279.2%
RTX vs ADSK
+222.2%
+57.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | -11.0% | -14.9% | +3.9% | -7.6% |
| 3M | +7.7% | +3.3% | +4.3% | +6.1% |
| 6M | -3.9% | -15.7% | +11.8% | -1.0% |
| YTD | +9.0% | -28.2% | +37.2% | +16.6% |
| 1Y | +27.3% | -34.5% | +61.8% | +39.5% |
| 3Y | +172.9% | -2.9% | +175.8% | +161.0% |
| 5Y | +165.2% | -25.3% | +190.5% | +163.0% |
| All | +279.2% | +222.2% | +57.0% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling