+139.3%
SLB vs ADSK
-28.7%
+168.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | -1.9% | -14.5% | +12.7% | +0.2% |
| 30D | +7.8% | -19.3% | +27.1% | +10.8% |
| 3M | +2.7% | -7.8% | +10.5% | +3.4% |
| 6M | +22.2% | -20.8% | +42.9% | +25.5% |
| YTD | +51.1% | -30.2% | +81.3% | +58.2% |
| 1Y | +63.3% | -36.5% | +99.8% | +74.0% |
| 3Y | +2.4% | -5.7% | +8.2% | +0.6% |
| 5Y | +139.3% | -28.2% | +167.5% | +139.7% |
| All | +139.3% | -28.7% | +168.0% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling