+951.0%
SLB vs ADSK
+4,770.3%
-3,819.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | +0.4% | -14.3% | +14.8% | +3.5% |
| 30D | +13.6% | -14.8% | +28.4% | +17.1% |
| 3M | +1.5% | -5.7% | +7.2% | +2.0% |
| 6M | +23.0% | -18.7% | +41.7% | +26.8% |
| YTD | +51.2% | -28.3% | +79.5% | +59.1% |
| 1Y | +63.5% | -35.1% | +98.6% | +75.5% |
| 3Y | +2.5% | -3.2% | +5.7% | 0.0% |
| 5Y | +139.2% | -26.7% | +165.9% | +139.6% |
| 10Y | -4.8% | +208.4% | -213.2% | -29.8% |
| All | +951.0% | +4,770.3% | -3,819.3% | +350.6% |
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