+131.2%
TLT vs ADSK
+3,386.4%
-3,255.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.2% |
| 7D | +0.4% | -14.3% | +14.7% | -0.7% |
| 30D | -0.3% | -14.8% | +14.5% | -1.4% |
| 3M | -1.7% | -5.7% | +4.0% | -2.0% |
| 6M | -4.9% | -18.7% | +13.8% | -6.0% |
| YTD | -2.8% | -28.3% | +25.5% | -4.7% |
| 1Y | -4.2% | -35.1% | +30.9% | -6.8% |
| 3Y | -1.1% | -3.2% | +2.1% | -0.3% |
| 5Y | -33.7% | -26.7% | -7.0% | -34.1% |
| 10Y | -20.7% | +208.4% | -229.1% | -5.7% |
| All | +131.2% | +3,386.4% | -3,255.2% | +273.7% |
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