+55.7%
ZTS vs ADSK
+222.2%
-166.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.7% | -2.5% | -1.2% | -3.0% |
| 30D | -0.8% | -14.9% | +14.1% | +4.0% |
| 3M | -9.7% | +3.3% | -13.1% | -11.3% |
| 6M | -38.4% | -15.7% | -22.7% | -36.0% |
| YTD | -41.1% | -28.2% | -12.9% | -35.8% |
| 1Y | -50.6% | -34.5% | -16.1% | -44.6% |
| 3Y | -59.1% | -2.9% | -56.2% | -60.8% |
| 5Y | -62.7% | -25.3% | -37.4% | -62.4% |
| All | +55.7% | +222.2% | -166.5% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling