-19.9%
TOST vs ADSK
-35.0%
+15.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -3.1% |
| 7D | -5.9% | -10.9% | +5.0% | +1.0% |
| 30D | -8.4% | -15.9% | +7.5% | +1.3% |
| 3M | +31.4% | -4.4% | +35.8% | +30.6% |
| 6M | +10.5% | -16.6% | +27.2% | +23.1% |
| YTD | -10.1% | -28.5% | +18.5% | +12.0% |
| 1Y | -19.9% | -34.6% | +14.7% | +6.4% |
| All | -19.9% | -35.0% | +15.0% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling