-5.5%
ADSK vs TPR
+279.7%
-285.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.1% |
| 7D | -14.5% | -7.3% | -7.2% | -13.5% |
| 30D | -19.3% | -30.7% | +11.4% | -14.8% |
| 3M | -7.8% | -21.6% | +13.8% | -4.9% |
| 6M | -20.8% | -21.3% | +0.6% | -18.9% |
| YTD | -30.2% | -10.2% | -20.0% | -31.2% |
| 1Y | -36.5% | +9.5% | -46.0% | -40.7% |
| All | -5.5% | +279.7% | -285.3% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling