-24.5%
ADSK vs TECH
-43.3%
+18.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -14.9% | 0.0% | -14.8% | -14.9% |
| 3M | +3.3% | +33.7% | -30.3% | -8.1% |
| 6M | -15.7% | +34.9% | -50.6% | -26.5% |
| YTD | -28.2% | +23.2% | -51.4% | -35.5% |
| 1Y | -34.5% | +36.3% | -70.9% | -44.2% |
| 3Y | -2.9% | +2.3% | -5.2% | -11.9% |
| All | -24.5% | -43.3% | +18.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling