+250.7%
TQQQ vs ADSK
-3.2%
+253.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.3% |
| 7D | -1.9% | -2.5% | +0.6% | -0.1% |
| 30D | -4.9% | -14.9% | +10.0% | +6.7% |
| 3M | -6.4% | +3.3% | -9.7% | -14.9% |
| 6M | +44.4% | -15.7% | +60.1% | +55.7% |
| YTD | +35.2% | -28.2% | +63.4% | +75.9% |
| 1Y | +49.5% | -34.5% | +84.1% | +120.0% |
| 3Y | +250.7% | -2.9% | +253.6% | +221.3% |
| All | +250.7% | -3.2% | +253.9% | +221.3% |
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