-21.0%
ADSK vs TPR
+225.7%
-246.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.5% |
| 7D | -3.7% | +6.4% | -10.1% | -5.6% |
| 30D | +11.3% | +13.8% | -2.4% | +6.9% |
| 3M | +3.3% | -16.6% | +20.0% | +8.1% |
| 6M | +10.1% | +0.7% | +9.5% | +7.6% |
| YTD | -12.2% | +5.3% | -17.5% | -17.5% |
| 1Y | -13.9% | +32.4% | -46.2% | -26.1% |
| 3Y | +23.5% | +406.4% | -382.9% | -46.3% |
| All | -21.0% | +225.7% | -246.7% | -58.2% |
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