+4,623.3%
ADSK vs TAP
+789.2%
+3,834.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -2.5% | -3.9% | +1.4% | -1.7% |
| 30D | -14.9% | -5.3% | -9.6% | -13.9% |
| 3M | +3.3% | -3.8% | +7.1% | +4.1% |
| 6M | -15.7% | -11.4% | -4.3% | -13.8% |
| YTD | -28.2% | -13.7% | -14.5% | -26.5% |
| 1Y | -34.5% | -17.2% | -17.4% | -32.6% |
| 3Y | -2.9% | -33.1% | +30.2% | +3.6% |
| 5Y | -25.3% | +0.8% | -26.1% | -27.5% |
| 10Y | +217.8% | -49.8% | +267.6% | +241.6% |
| All | +4,623.3% | +789.2% | +3,834.1% | +3,099.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling