-31.0%
TOST vs ADSK
-20.9%
-10.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.3% |
| 7D | +3.0% | +3.1% | -0.1% | +0.3% |
| 30D | +10.3% | +10.5% | -0.3% | +1.5% |
| 3M | -3.3% | +1.6% | -4.9% | -6.5% |
| 6M | +37.8% | +6.4% | +31.4% | +26.3% |
| YTD | -2.8% | -12.1% | +9.3% | +5.2% |
| 1Y | -9.6% | -12.9% | +3.3% | -1.4% |
| 3Y | +144.6% | +23.5% | +121.1% | +82.5% |
| 5Y | -31.0% | -18.9% | -12.1% | -36.2% |
| All | -31.0% | -20.9% | -10.1% | -36.2% |
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