+2,993.7%
SHOP vs ADSK
+222.2%
+2,771.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.4% |
| 7D | -11.2% | -2.5% | -8.7% | -9.2% |
| 30D | -14.4% | -14.9% | +0.5% | -2.8% |
| 3M | +16.6% | +3.3% | +13.3% | +12.5% |
| 6M | -0.6% | -15.7% | +15.1% | +13.1% |
| YTD | -20.0% | -28.2% | +8.3% | +3.7% |
| 1Y | -11.2% | -34.5% | +23.4% | +24.3% |
| 3Y | +99.5% | -2.9% | +102.4% | +100.7% |
| 5Y | -13.2% | -25.3% | +12.1% | +9.0% |
| All | +2,993.7% | +222.2% | +2,771.5% | +1,698.7% |
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