+10,164.5%
RTX vs ADSK
+4,770.3%
+5,394.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | -3.1% | -14.3% | +11.2% | -0.3% |
| 30D | -10.6% | -14.8% | +4.2% | -8.0% |
| 3M | +11.6% | -5.7% | +17.3% | +12.3% |
| 6M | -4.5% | -18.7% | +14.2% | -1.7% |
| YTD | +9.6% | -28.3% | +37.9% | +15.1% |
| 1Y | +30.8% | -35.1% | +65.9% | +39.9% |
| 3Y | +152.8% | -3.2% | +156.0% | +146.9% |
| 5Y | +167.1% | -26.7% | +193.8% | +167.4% |
| 10Y | +275.2% | +208.4% | +66.8% | +181.8% |
| All | +10,164.5% | +4,770.3% | +5,394.2% | +4,258.4% |
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