-34.5%
ADSK vs TPR
+12.3%
-46.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.4% |
| 7D | -2.5% | -3.0% | +0.5% | -2.7% |
| 30D | -14.9% | -22.6% | +7.8% | -15.6% |
| 3M | +3.3% | -18.2% | +21.5% | +2.5% |
| 6M | -15.7% | -18.0% | +2.3% | -16.5% |
| YTD | -28.2% | -6.4% | -21.9% | -30.4% |
| 1Y | -34.5% | +12.3% | -46.9% | -38.9% |
| All | -34.5% | +12.3% | -46.9% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling