-5.8%
SLB vs ADSK
+222.2%
-228.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.5% | -2.5% | 0.0% | -1.9% |
| 30D | +7.1% | -14.9% | +22.0% | +11.5% |
| 3M | +0.6% | +3.3% | -2.7% | -1.3% |
| 6M | +17.6% | -15.7% | +33.3% | +21.2% |
| YTD | +48.5% | -28.2% | +76.7% | +59.4% |
| 1Y | +59.4% | -34.5% | +93.9% | +75.9% |
| 3Y | -0.4% | -2.9% | +2.5% | -5.0% |
| 5Y | +133.8% | -25.3% | +159.1% | +132.3% |
| All | -5.8% | +222.2% | -228.0% | -36.5% |
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 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