+43.3%
SHEL vs ADSK
-10.6%
+53.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.0% | -9.3% | -2.0% |
| 7D | -3.2% | +11.4% | -14.6% | -2.8% |
| 30D | +5.5% | +21.9% | -16.4% | +6.2% |
| 3M | +14.4% | +13.9% | +0.5% | +14.8% |
| 6M | +16.2% | +9.1% | +7.1% | +16.6% |
| YTD | +42.4% | -8.8% | +51.2% | +41.0% |
| 1Y | +43.3% | -10.2% | +53.5% | +42.4% |
| All | +43.3% | -10.6% | +53.9% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling