+8,892.0%
WMT vs ADSK
+4,756.5%
+4,135.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.4% |
| 7D | -2.5% | -10.9% | +8.4% | -1.2% |
| 30D | -6.4% | -15.9% | +9.5% | -4.7% |
| 3M | -12.1% | -4.4% | -7.7% | -11.9% |
| 6M | -15.0% | -16.6% | +1.7% | -13.6% |
| YTD | -4.5% | -28.5% | +24.0% | -1.4% |
| 1Y | +6.2% | -34.6% | +40.8% | +10.7% |
| 3Y | +99.9% | -3.5% | +103.3% | +97.7% |
| 5Y | +131.4% | -25.6% | +157.1% | +131.8% |
| 10Y | +433.2% | +216.6% | +216.6% | +338.6% |
| All | +8,892.0% | +4,756.5% | +4,135.5% | +3,930.5% |
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