+297.0%
ADSK vs TRU
+225.6%
+71.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -10.9% | -9.4% | -1.5% | -6.0% |
| 30D | -15.9% | -4.1% | -11.8% | -13.9% |
| 3M | -4.4% | +13.6% | -18.0% | -10.6% |
| 6M | -16.6% | +3.6% | -20.2% | -18.6% |
| YTD | -28.5% | -9.8% | -18.7% | -25.6% |
| 1Y | -34.6% | -13.6% | -21.0% | -31.2% |
| 3Y | -3.5% | -2.0% | -1.5% | -12.5% |
| 5Y | -25.6% | -35.8% | +10.2% | -14.7% |
| 10Y | +216.6% | +142.9% | +73.7% | +75.7% |
| All | +297.0% | +225.6% | +71.4% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling