-49.3%
TE vs ADSK
-25.3%
-24.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +0.2% | -2.5% | +2.7% | +1.5% |
| 30D | -5.9% | -14.9% | +9.0% | +2.6% |
| 3M | -45.6% | +3.3% | -48.9% | -50.0% |
| 6M | -43.4% | -15.7% | -27.7% | -41.3% |
| YTD | -31.0% | -28.2% | -2.7% | -20.5% |
| 1Y | +145.2% | -34.5% | +179.8% | +205.7% |
| 3Y | -24.1% | -2.9% | -21.2% | -28.8% |
| All | -49.3% | -25.3% | -24.0% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling