+7.0%
WMT vs ADSK
-31.6%
+38.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -1.0% |
| 7D | +3.9% | -16.4% | +20.3% | +4.3% |
| 30D | -4.4% | -9.2% | +4.8% | -4.3% |
| 3M | -8.8% | -6.7% | -2.0% | -9.3% |
| 6M | -15.6% | -15.5% | -0.1% | -16.4% |
| YTD | -3.2% | -26.4% | +23.2% | -3.7% |
| 1Y | +7.0% | -31.9% | +38.9% | +6.6% |
| All | +7.0% | -31.6% | +38.6% | +6.6% |
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