+247.9%
SOXX vs ADSK
-25.3%
+273.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.4% | -2.5% | +3.9% | +2.4% |
| 30D | -3.6% | -14.9% | +11.3% | +2.9% |
| 3M | -10.2% | +3.3% | -13.5% | -14.8% |
| 6M | +54.2% | -15.7% | +69.9% | +59.5% |
| YTD | +75.2% | -28.2% | +103.5% | +97.7% |
| 1Y | +107.5% | -34.5% | +142.1% | +148.0% |
| 3Y | +226.8% | -2.9% | +229.7% | +197.8% |
| All | +247.9% | -25.3% | +273.2% | +218.1% |
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