+73.3%
VZ vs ADSK
+248.9%
-175.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.9% | -3.6% | +4.5% | +1.2% |
| 30D | +6.9% | +12.6% | -5.7% | +5.9% |
| 3M | +0.6% | +4.0% | -3.4% | +0.1% |
| 6M | +0.3% | +10.5% | -10.2% | -0.9% |
| YTD | +21.9% | -12.3% | +34.2% | +22.5% |
| 1Y | +21.7% | -14.0% | +35.7% | +22.5% |
| 3Y | +58.5% | +23.2% | +35.3% | +52.5% |
| 5Y | +22.4% | -21.2% | +43.6% | +21.4% |
| All | +73.3% | +248.9% | -175.6% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling