+51,606.1%
SCHW vs ADSK
+4,756.5%
+46,849.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | 0.0% |
| 7D | -2.8% | -10.9% | +8.1% | +0.6% |
| 30D | -0.1% | -15.9% | +15.8% | +5.0% |
| 3M | +20.6% | -4.4% | +25.0% | +21.1% |
| 6M | +15.9% | -16.6% | +32.6% | +20.8% |
| YTD | +8.5% | -28.5% | +37.0% | +18.0% |
| 1Y | +17.8% | -34.6% | +52.5% | +31.7% |
| 3Y | +88.5% | -3.5% | +92.0% | +83.5% |
| 5Y | +60.6% | -25.6% | +86.2% | +63.1% |
| 10Y | +298.0% | +216.6% | +81.4% | +143.5% |
| All | +51,606.1% | +4,756.5% | +46,849.6% | +12,894.0% |
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