-2.1%
TLT vs ADSK
-3.6%
+1.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.2% |
| 7D | -1.6% | -10.9% | +9.3% | -1.2% |
| 30D | -1.3% | -15.9% | +14.6% | -0.8% |
| 3M | -3.7% | -4.4% | +0.6% | -3.7% |
| 6M | -6.4% | -16.6% | +10.3% | -5.9% |
| YTD | -4.5% | -28.5% | +24.0% | -3.4% |
| 1Y | -5.9% | -34.6% | +28.8% | -4.4% |
| All | -2.1% | -3.6% | +1.5% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling