+21.4%
TMUS vs ADSK
+26.4%
-4.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | +4.9% | +1.0% | +3.9% | +4.8% |
| 30D | +7.7% | +14.4% | -6.7% | +6.4% |
| 3M | -6.8% | +2.5% | -9.3% | -7.3% |
| 6M | -9.7% | +14.5% | -24.1% | -11.2% |
| YTD | -15.0% | -10.7% | -4.3% | -14.5% |
| 1Y | -19.1% | -11.0% | -8.1% | -18.6% |
| 3Y | +21.4% | +25.9% | -4.4% | +20.2% |
| All | +21.4% | +26.4% | -4.9% | +20.2% |
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 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