-24.1%
TE vs ADSK
-3.2%
-20.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +0.2% | -2.5% | +2.7% | +1.1% |
| 30D | -5.9% | -14.9% | +9.0% | +0.6% |
| 3M | -45.6% | +3.3% | -48.9% | -49.4% |
| 6M | -43.4% | -15.7% | -27.7% | -40.5% |
| YTD | -31.0% | -28.2% | -2.7% | -17.5% |
| 1Y | +145.2% | -34.5% | +179.8% | +223.2% |
| 3Y | -24.1% | -2.9% | -21.2% | -22.2% |
| All | -24.1% | -3.2% | -20.8% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling