+2,550.6%
SOXX vs ADSK
+2,163.8%
+386.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.4% | -2.5% | +3.9% | +2.5% |
| 30D | -3.6% | -14.9% | +11.3% | +3.1% |
| 3M | -10.2% | +3.3% | -13.5% | -14.4% |
| 6M | +54.2% | -15.7% | +69.9% | +58.6% |
| YTD | +75.2% | -28.2% | +103.5% | +93.1% |
| 1Y | +107.5% | -34.5% | +142.1% | +139.3% |
| 3Y | +226.8% | -2.9% | +229.7% | +207.5% |
| 5Y | +251.2% | -25.3% | +276.5% | +266.2% |
| 10Y | +1,567.6% | +217.8% | +1,349.9% | +744.7% |
| All | +2,550.6% | +2,163.8% | +386.8% | +214.0% |
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