-31.4%
TE vs ADSK
-20.8%
-10.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.3% | -4.4% |
| 7D | +15.0% | -14.5% | +29.5% | +6.0% |
| 30D | -7.5% | -19.3% | +11.8% | -17.5% |
| 3M | -42.0% | -7.8% | -34.2% | -38.4% |
| 6M | -31.4% | -20.8% | -10.7% | -38.0% |
| All | -31.4% | -20.8% | -10.7% | -38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling