+2,565.5%
SHEL vs ADSK
+4,774.6%
-2,209.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +4.1% | -2.5% | +6.6% | +4.5% |
| 30D | +8.4% | -14.9% | +23.3% | +11.0% |
| 3M | +13.7% | +3.3% | +10.4% | +12.4% |
| 6M | +12.7% | -15.7% | +28.4% | +14.8% |
| YTD | +35.3% | -28.2% | +63.6% | +41.1% |
| 1Y | +39.4% | -34.5% | +73.9% | +47.5% |
| 3Y | +71.5% | -2.9% | +74.4% | +67.6% |
| 5Y | +195.0% | -25.3% | +220.3% | +193.6% |
| 10Y | +211.1% | +217.8% | -6.7% | +137.2% |
| All | +2,565.5% | +4,774.6% | -2,209.2% | +1,176.5% |
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