-2.9%
ADSK vs TROW
+11.3%
-14.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.9% |
| 7D | -2.5% | -3.2% | +0.7% | -1.0% |
| 30D | -14.9% | -4.6% | -10.3% | -12.9% |
| 3M | +3.3% | -0.7% | +4.0% | +3.3% |
| 6M | -15.7% | +22.2% | -37.9% | -24.2% |
| YTD | -28.2% | +6.6% | -34.9% | -31.3% |
| 1Y | -34.5% | +5.8% | -40.4% | -37.2% |
| 3Y | -2.9% | +11.6% | -14.5% | -10.1% |
| All | -2.9% | +11.3% | -14.2% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling