+851.0%
SLB vs ADSK
+5,968.5%
-5,117.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | +6.5% | +14.4% | -7.9% | +3.4% |
| 3M | -0.2% | +2.5% | -2.7% | -1.4% |
| 6M | -5.7% | +14.5% | -20.2% | -9.5% |
| YTD | +36.8% | -10.7% | +47.5% | +37.0% |
| 1Y | +45.8% | -11.0% | +56.8% | +46.0% |
| 3Y | +3.4% | +25.9% | -22.5% | -4.8% |
| 5Y | +76.1% | -19.7% | +95.8% | +72.6% |
| 10Y | -13.0% | +258.2% | -271.3% | -38.2% |
| All | +851.0% | +5,968.5% | -5,117.5% | +287.9% |
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