-25.8%
TE vs ADSK
-10.6%
-15.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.0% | -10.6% | -1.3% |
| 7D | +3.8% | +11.4% | -7.6% | +7.7% |
| 30D | -26.2% | +21.9% | -48.1% | -21.6% |
| 3M | -49.7% | +13.9% | -63.6% | -46.8% |
| 6M | -46.5% | +9.1% | -55.6% | -38.9% |
| YTD | -59.1% | -8.8% | -50.4% | -41.4% |
| 1Y | -25.8% | -10.2% | -15.6% | +13.4% |
| All | -25.8% | -10.6% | -15.2% | +13.4% |
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