-13.1%
SLB vs ADSK
+255.5%
-268.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.0% |
| 7D | +3.5% | +1.0% | +2.5% | +3.2% |
| 30D | +6.5% | +14.4% | -7.9% | +2.4% |
| 3M | -0.2% | +2.5% | -2.7% | -1.8% |
| 6M | -5.7% | +14.5% | -20.2% | -10.8% |
| YTD | +36.8% | -10.7% | +47.5% | +37.6% |
| 1Y | +45.8% | -11.0% | +56.8% | +46.8% |
| 3Y | +3.4% | +25.9% | -22.5% | -8.7% |
| 5Y | +76.1% | -19.7% | +95.8% | +74.2% |
| All | -13.1% | +255.5% | -268.6% | -40.0% |
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 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