+4,562.9%
ADSK vs TPR
+8,066.7%
-3,503.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.5% |
| 7D | -3.7% | +6.4% | -10.1% | -5.8% |
| 30D | +11.3% | +13.8% | -2.4% | +6.5% |
| 3M | +3.3% | -16.6% | +20.0% | +8.3% |
| 6M | +10.1% | +0.7% | +9.5% | +7.7% |
| YTD | -12.2% | +5.3% | -17.5% | -16.9% |
| 1Y | -13.9% | +32.4% | -46.2% | -24.8% |
| 3Y | +23.5% | +406.4% | -382.9% | -35.3% |
| 5Y | -20.0% | +227.9% | -248.0% | -52.4% |
| 10Y | +252.3% | +371.7% | -119.4% | +57.7% |
| All | +4,562.9% | +8,066.7% | -3,503.9% | +782.7% |
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