+3,807.7%
ADSK vs TPR
+7,380.8%
-3,573.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.3% | -8.3% |
| 7D | -16.4% | -2.3% | -14.1% | -15.8% |
| 30D | -9.2% | -23.0% | +13.7% | -2.1% |
| 3M | -6.7% | -12.5% | +5.7% | -3.9% |
| 6M | -15.5% | -21.4% | +5.9% | -10.9% |
| YTD | -26.4% | -3.5% | -22.9% | -28.1% |
| 1Y | -31.9% | +17.4% | -49.2% | -38.2% |
| 3Y | -1.0% | +291.3% | -292.2% | -43.2% |
| 5Y | -24.5% | +241.9% | -266.4% | -55.8% |
| 10Y | +220.4% | +322.7% | -102.3% | +49.2% |
| All | +3,807.7% | +7,380.8% | -3,573.1% | +663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling