+320.9%
TMUS vs ADSK
+438.6%
-117.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.0% |
| 7D | -0.3% | -14.3% | +14.1% | +4.9% |
| 30D | +3.1% | -14.8% | +17.9% | +8.4% |
| 3M | +2.4% | -5.7% | +8.1% | +3.5% |
| 6M | -17.1% | -18.7% | +1.6% | -12.6% |
| YTD | -9.1% | -28.3% | +19.2% | -0.7% |
| 1Y | -23.6% | -35.1% | +11.4% | -13.8% |
| 3Y | +38.8% | -3.2% | +42.0% | +31.6% |
| 5Y | +43.0% | -26.7% | +69.7% | +41.5% |
| 10Y | +309.1% | +208.4% | +100.7% | +102.5% |
| All | +320.9% | +438.6% | -117.7% | +52.7% |
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