Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • TER vs ADSK✓SelectedUSD · ADSKTER vs ADSK performance historyLatest closeAs of+5.49%09/04
Stock and ETF performance explorer

TER vs ADSK

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,183.4%
ADSK return
+4,900.9%
Excess return
+9,282.5%
Maximum drawdown
-97.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioADSKExcessAlpha
1D+5.5%-8.3%+13.7%+9.0%
7D+0.6%-16.4%+17.0%+8.1%
30D-8.3%-9.2%+0.9%-5.4%
3M-12.2%-6.7%-5.5%-13.0%
6M+17.1%-15.5%+32.6%+18.8%
YTD+84.7%-26.4%+111.1%+96.6%
1Y+199.9%-31.9%+231.8%+230.1%
3Y+232.8%-1.0%+233.7%+209.4%
5Y+198.6%-24.5%+223.1%+208.4%
10Y+1,669.7%+220.4%+1,449.4%+878.3%
All+14,183.4%+4,900.9%+9,282.5%+2,311.0%

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 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