-31.9%
ADSK vs TRU
-7.3%
-24.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.9% | -2.3% | -5.6% |
| 7D | -16.4% | -6.8% | -9.6% | -13.6% |
| 30D | -9.2% | 0.0% | -9.3% | -9.1% |
| 3M | -6.7% | +13.3% | -20.0% | -11.3% |
| 6M | -15.5% | +3.4% | -18.9% | -17.7% |
| YTD | -26.4% | -6.4% | -20.0% | -27.5% |
| 1Y | -31.9% | -9.7% | -22.2% | -33.3% |
| All | -31.9% | -7.3% | -24.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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