-53.4%
TE vs ADSK
+9.6%
-62.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -7.7% |
| 7D | +0.9% | -10.9% | +11.8% | +5.4% |
| 30D | -16.3% | -15.9% | -0.4% | -10.4% |
| 3M | -40.8% | -4.4% | -36.4% | -42.1% |
| 6M | -42.6% | -16.6% | -26.0% | -40.6% |
| YTD | -31.4% | -28.5% | -2.9% | -24.1% |
| 1Y | +144.9% | -34.6% | +179.6% | +185.3% |
| 3Y | -26.0% | -3.5% | -22.6% | -27.0% |
| 5Y | -48.5% | -25.6% | -22.9% | -47.6% |
| All | -53.4% | +9.6% | -62.9% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling