-3.3%
ADSK vs TAP
-33.1%
+29.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -10.9% | -5.3% | -5.7% | -10.1% |
| 30D | -15.9% | -7.4% | -8.5% | -14.9% |
| 3M | -4.4% | -4.9% | +0.5% | -3.6% |
| 6M | -16.6% | -14.2% | -2.4% | -15.1% |
| YTD | -28.5% | -14.8% | -13.7% | -27.6% |
| 1Y | -34.6% | -18.1% | -16.6% | -33.4% |
| All | -3.3% | -33.1% | +29.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling