+21.7%
VZ vs ADSK
-14.0%
+35.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.9% | -3.6% | +4.5% | +1.0% |
| 30D | +6.9% | +12.6% | -5.7% | +6.8% |
| 3M | +0.6% | +4.0% | -3.4% | +0.3% |
| 6M | +0.3% | +10.5% | -10.2% | -0.6% |
| YTD | +21.9% | -12.3% | +34.2% | +19.5% |
| 1Y | +21.7% | -14.0% | +35.7% | +19.9% |
| All | +21.7% | -14.0% | +35.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling