+59.7%
TOST vs ADSK
-3.8%
+63.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -0.2% |
| 7D | -0.9% | -14.3% | +13.4% | +9.2% |
| 30D | -3.5% | -14.8% | +11.4% | +6.1% |
| 3M | +38.1% | -5.7% | +43.8% | +40.2% |
| 6M | +9.9% | -18.7% | +28.6% | +23.9% |
| YTD | -6.3% | -28.3% | +22.1% | +14.8% |
| 1Y | -18.3% | -35.1% | +16.8% | +6.9% |
| 3Y | +59.7% | -3.2% | +62.9% | +51.7% |
| All | +59.7% | -3.8% | +63.5% | +51.7% |
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 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