+5,906.0%
TGT vs ADSK
+4,756.5%
+1,149.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.6% |
| 7D | -5.0% | -10.9% | +5.9% | -2.9% |
| 30D | +3.0% | -15.9% | +18.9% | +6.5% |
| 3M | +22.6% | -4.4% | +27.0% | +23.2% |
| 6M | +31.2% | -16.6% | +47.8% | +34.8% |
| YTD | +63.7% | -28.5% | +92.2% | +72.8% |
| 1Y | +78.5% | -34.6% | +113.1% | +91.8% |
| 3Y | +40.5% | -3.5% | +44.0% | +38.1% |
| 5Y | -25.6% | -25.6% | 0.0% | -24.2% |
| 10Y | +204.7% | +216.6% | -11.9% | +125.3% |
| All | +5,906.0% | +4,756.5% | +1,149.5% | +2,034.2% |
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