+7,788.2%
SHOP vs ADSK
+273.6%
+7,514.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -5.5% |
| 7D | -4.1% | -14.3% | +10.2% | +7.9% |
| 30D | -11.5% | -14.8% | +3.3% | -0.2% |
| 3M | +21.1% | -5.7% | +26.8% | +25.4% |
| 6M | +3.0% | -18.7% | +21.7% | +20.1% |
| YTD | -16.7% | -28.3% | +11.6% | +7.0% |
| 1Y | -8.3% | -35.1% | +26.8% | +27.4% |
| 3Y | +112.8% | -3.2% | +116.0% | +115.8% |
| 5Y | -9.3% | -26.7% | +17.5% | +15.3% |
| 10Y | +3,003.4% | +208.4% | +2,795.0% | +1,690.1% |
| All | +7,788.2% | +273.6% | +7,514.6% | +3,705.5% |
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