+148.6%
TE vs ADSK
-31.6%
+180.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.6% | -0.7% |
| 7D | -4.0% | -16.4% | +12.4% | -8.1% |
| 30D | -15.9% | -9.2% | -6.7% | -17.3% |
| 3M | -60.5% | -6.7% | -53.8% | -58.4% |
| 6M | -35.2% | -15.5% | -19.7% | -30.7% |
| YTD | -31.1% | -26.4% | -4.8% | -14.8% |
| 1Y | +148.6% | -31.9% | +180.5% | +229.8% |
| All | +148.6% | -31.6% | +180.3% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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