+39.4%
SHEL vs ADSK
-34.7%
+74.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.9% |
| 7D | +4.1% | -2.5% | +6.6% | +4.0% |
| 30D | +8.4% | -14.9% | +23.3% | +8.0% |
| 3M | +13.7% | +3.3% | +10.4% | +13.4% |
| 6M | +12.7% | -15.7% | +28.4% | +12.6% |
| YTD | +35.3% | -28.2% | +63.6% | +34.4% |
| 1Y | +39.4% | -34.5% | +73.9% | +39.0% |
| All | +39.4% | -34.7% | +74.1% | +39.0% |
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 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