+4.6%
TSLA vs ADSK
-31.6%
+36.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.3% | +2.3% | -5.3% |
| 7D | +1.5% | -16.4% | +17.9% | +2.5% |
| 30D | +10.1% | -9.2% | +19.3% | +11.1% |
| 3M | -15.4% | -6.7% | -8.6% | -13.4% |
| 6M | -12.8% | -15.5% | +2.7% | -8.9% |
| YTD | -21.3% | -26.4% | +5.1% | -12.8% |
| 1Y | +4.6% | -31.9% | +36.5% | +21.7% |
| All | +4.6% | -31.6% | +36.2% | +21.7% |
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 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