+51.8%
TMUS vs ADSK
-20.1%
+71.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +4.9% | +1.0% | +3.9% | +4.7% |
| 30D | +7.7% | +14.4% | -6.7% | +5.5% |
| 3M | -6.8% | +2.5% | -9.3% | -7.4% |
| 6M | -9.7% | +14.5% | -24.1% | -12.1% |
| YTD | -15.0% | -10.7% | -4.3% | -14.1% |
| 1Y | -19.1% | -11.0% | -8.1% | -18.3% |
| 3Y | +21.4% | +25.9% | -4.4% | +13.2% |
| All | +51.8% | -20.1% | +71.8% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling