+88.6%
TGT vs ADSK
-10.6%
+99.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.0% | -1.4% | +4.6% |
| 7D | +9.5% | +11.4% | -1.9% | +7.9% |
| 30D | +6.6% | +21.9% | -15.3% | +4.1% |
| 3M | +11.0% | +13.9% | -2.9% | +9.2% |
| 6M | +29.9% | +9.1% | +20.7% | +27.3% |
| YTD | +71.4% | -8.8% | +80.2% | +72.8% |
| 1Y | +88.6% | -10.2% | +98.8% | +92.5% |
| All | +88.6% | -10.6% | +99.2% | +92.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling