+922.4%
VZ vs ADSK
+5,869.6%
-4,947.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.7% |
| 7D | +2.4% | +3.1% | -0.7% | +2.0% |
| 30D | +11.2% | +10.5% | +0.7% | +9.8% |
| 3M | 0.0% | +1.6% | -1.6% | -0.4% |
| 6M | +1.3% | +6.4% | -5.1% | 0.0% |
| YTD | +21.3% | -12.1% | +33.4% | +21.9% |
| 1Y | +23.9% | -12.9% | +36.9% | +24.7% |
| 3Y | +57.7% | +23.5% | +34.2% | +50.6% |
| 5Y | +21.2% | -18.9% | +40.1% | +19.4% |
| 10Y | +70.6% | +253.9% | -183.4% | +35.0% |
| All | +922.4% | +5,869.6% | -4,947.2% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling