+25.3%
VZ vs ADSK
-28.7%
+54.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.2% |
| 7D | -1.0% | -14.5% | +13.6% | -0.2% |
| 30D | +5.8% | -19.3% | +25.1% | +6.8% |
| 3M | +10.5% | -7.8% | +18.3% | +10.8% |
| 6M | +1.8% | -20.8% | +22.5% | +2.7% |
| YTD | +28.3% | -30.2% | +58.5% | +30.3% |
| 1Y | +22.0% | -36.5% | +58.4% | +24.7% |
| 3Y | +81.8% | -5.7% | +87.6% | +78.7% |
| 5Y | +25.3% | -28.2% | +53.5% | +19.0% |
| All | +25.3% | -28.7% | +54.0% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling