-10.2%
TQQQ vs ADSK
-10.6%
+0.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -0.3% | -18.6% | -18.9% |
| 7D | -27.1% | +11.3% | -38.5% | -27.3% |
| 30D | -40.1% | +16.4% | -56.5% | -40.4% |
| 3M | -30.6% | +12.1% | -42.7% | -30.6% |
| 6M | -24.8% | +7.9% | -32.7% | -20.9% |
| YTD | -3.7% | -9.1% | +5.4% | +19.2% |
| 1Y | -10.2% | -10.6% | +0.4% | +14.1% |
| All | -10.2% | -10.6% | +0.4% | +14.1% |
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