-31.9%
ADSK vs TROW
+0.2%
-32.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -7.9% |
| 7D | -16.4% | -1.3% | -15.1% | -16.0% |
| 30D | -9.2% | -4.5% | -4.7% | -7.9% |
| 3M | -6.7% | +3.9% | -10.6% | -8.0% |
| 6M | -15.5% | +22.6% | -38.1% | -22.0% |
| YTD | -26.4% | +10.1% | -36.5% | -29.7% |
| 1Y | -31.9% | +3.6% | -35.5% | -34.9% |
| All | -31.9% | +0.2% | -32.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling