+165.8%
RTX vs ADSK
-26.7%
+192.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | -2.0% | -10.9% | +8.9% | -0.5% |
| 30D | -11.2% | -15.9% | +4.7% | -9.3% |
| 3M | +12.0% | -4.4% | +16.4% | +12.2% |
| 6M | -3.6% | -16.6% | +13.1% | -1.8% |
| YTD | +9.2% | -28.5% | +37.7% | +13.5% |
| 1Y | +29.7% | -34.6% | +64.4% | +36.8% |
| 3Y | +152.0% | -3.5% | +155.4% | +146.3% |
| 5Y | +165.8% | -25.6% | +191.4% | +154.5% |
| All | +165.8% | -26.7% | +192.5% | +154.5% |
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 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