-34.5%
ADSK vs TROW
+4.9%
-39.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.8% |
| 7D | -2.5% | -3.2% | +0.7% | -1.4% |
| 30D | -14.9% | -4.6% | -10.3% | -13.4% |
| 3M | +3.3% | -0.7% | +4.0% | +3.4% |
| 6M | -15.7% | +22.2% | -37.9% | -22.7% |
| YTD | -28.2% | +6.6% | -34.9% | -31.0% |
| 1Y | -34.5% | +5.8% | -40.4% | -36.9% |
| All | -34.5% | +4.9% | -39.4% | -36.9% |
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