-46.4%
TOST vs ADSK
-8.6%
-37.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -4.7% | -3.6% | -1.1% | -1.8% |
| 30D | +8.5% | +12.6% | -4.1% | -1.7% |
| 3M | -1.6% | +4.0% | -5.6% | -6.8% |
| 6M | +44.1% | +10.5% | +33.6% | +27.7% |
| YTD | -5.6% | -12.3% | +6.7% | +2.4% |
| 1Y | -12.6% | -14.0% | +1.4% | -3.6% |
| 3Y | +137.6% | +23.2% | +114.3% | +77.9% |
| 5Y | -30.4% | -21.2% | -9.1% | -31.6% |
| All | -46.4% | -8.6% | -37.8% | -52.0% |
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 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