+547.1%
XYZ vs ADSK
+330.2%
+217.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +1.3% |
| 7D | -1.1% | +1.0% | -2.1% | -1.8% |
| 30D | +11.5% | +14.4% | -2.9% | 0.0% |
| 3M | +1.8% | +2.5% | -0.7% | -1.8% |
| 6M | +21.2% | +14.5% | +6.8% | +4.2% |
| YTD | +29.9% | -10.7% | +40.6% | +37.2% |
| 1Y | +35.8% | -11.0% | +46.8% | +43.4% |
| 3Y | +62.6% | +25.9% | +36.7% | +25.3% |
| 5Y | -62.8% | -19.7% | -43.1% | -58.1% |
| 10Y | +612.0% | +258.2% | +353.7% | +237.2% |
| All | +547.1% | +330.2% | +217.0% | +154.5% |
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