-26.5%
TMUS vs ADSK
-31.6%
+5.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.3% | +4.8% | -3.1% |
| 7D | +0.1% | -16.4% | +16.5% | +0.8% |
| 30D | +5.3% | -9.2% | +14.5% | +5.5% |
| 3M | +3.1% | -6.7% | +9.9% | +2.6% |
| 6M | -16.5% | -15.5% | -0.9% | -17.2% |
| YTD | -9.2% | -26.4% | +17.2% | -8.6% |
| 1Y | -26.5% | -31.9% | +5.4% | -27.0% |
| All | -26.5% | -31.6% | +5.1% | -27.0% |
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 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