+62.8%
VZ vs ADSK
+221.0%
-158.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | +0.3% |
| 7D | -1.2% | -10.9% | +9.7% | -0.3% |
| 30D | +5.7% | -15.9% | +21.6% | +7.1% |
| 3M | +8.2% | -4.4% | +12.6% | +8.4% |
| 6M | +1.7% | -16.6% | +18.4% | +2.8% |
| YTD | +28.9% | -28.5% | +57.4% | +31.9% |
| 1Y | +22.7% | -34.6% | +57.4% | +26.6% |
| 3Y | +82.7% | -3.5% | +86.1% | +79.6% |
| 5Y | +26.4% | -25.6% | +52.0% | +25.4% |
| All | +62.8% | +221.0% | -158.2% | +30.3% |
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