+317.5%
TMUS vs ADSK
+222.2%
+95.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +0.4% | -2.5% | +3.0% | +1.0% |
| 30D | +3.5% | -14.9% | +18.4% | +7.3% |
| 3M | -1.3% | +3.3% | -4.6% | -2.6% |
| 6M | -13.6% | -15.7% | +2.0% | -11.0% |
| YTD | -8.8% | -28.2% | +19.5% | -2.6% |
| 1Y | -22.9% | -34.5% | +11.7% | -15.8% |
| 3Y | +36.7% | -2.9% | +39.6% | +31.4% |
| 5Y | +46.6% | -25.3% | +71.9% | +45.6% |
| All | +317.5% | +222.2% | +95.3% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling