+294.9%
SCHW vs ADSK
+222.2%
+72.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -1.9% | -2.5% | +0.7% | -1.1% |
| 30D | -1.6% | -14.9% | +13.2% | +3.2% |
| 3M | +21.3% | +3.3% | +17.9% | +18.7% |
| 6M | +16.5% | -15.7% | +32.1% | +21.2% |
| YTD | +8.4% | -28.2% | +36.7% | +18.6% |
| 1Y | +15.6% | -34.5% | +50.2% | +30.4% |
| 3Y | +86.8% | -2.9% | +89.7% | +80.0% |
| 5Y | +60.5% | -25.3% | +85.8% | +61.9% |
| All | +294.9% | +222.2% | +72.7% | +132.6% |
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