-28.2%
ADSK vs TPR
+225.0%
-253.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.6% |
| 7D | -14.5% | -7.3% | -7.2% | -12.5% |
| 30D | -19.3% | -30.7% | +11.4% | -10.5% |
| 3M | -7.8% | -21.6% | +13.8% | -2.0% |
| 6M | -20.8% | -21.3% | +0.6% | -17.0% |
| YTD | -30.2% | -10.2% | -20.0% | -30.9% |
| 1Y | -36.5% | +9.5% | -46.0% | -42.2% |
| 3Y | -5.7% | +280.8% | -286.5% | -53.1% |
| 5Y | -28.2% | +218.7% | -246.9% | -62.1% |
| All | -28.2% | +225.0% | -253.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling