+84.3%
VZ vs ADSK
-3.8%
+88.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.5% |
| 7D | +0.2% | -14.3% | +14.5% | +0.2% |
| 30D | +7.1% | -14.8% | +21.9% | +7.1% |
| 3M | +12.8% | -5.7% | +18.5% | +12.7% |
| 6M | +1.8% | -18.7% | +20.5% | +1.4% |
| YTD | +30.0% | -28.3% | +58.3% | +29.9% |
| 1Y | +24.3% | -35.1% | +59.4% | +24.4% |
| 3Y | +84.3% | -3.2% | +87.5% | +73.2% |
| All | +84.3% | -3.8% | +88.1% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling