+4,773.5%
ADSK vs TKO
+1,400.2%
+3,373.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.5% | +2.3% | -4.8% | -3.1% |
| 30D | -14.9% | -2.5% | -12.4% | -14.5% |
| 3M | +3.3% | -10.6% | +13.9% | +5.7% |
| 6M | -15.7% | -5.1% | -10.6% | -15.1% |
| YTD | -28.2% | -8.2% | -20.0% | -27.4% |
| 1Y | -34.5% | -4.4% | -30.1% | -34.5% |
| 3Y | -2.9% | +100.4% | -103.3% | -19.4% |
| 5Y | -25.3% | +294.3% | -319.6% | -47.6% |
| 10Y | +217.8% | +983.2% | -765.4% | +71.2% |
| All | +4,773.5% | +1,400.2% | +3,373.3% | +1,696.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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