-0.9%
TSLA vs ADSK
-34.7%
+33.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.2% | -2.5% | +5.7% | +3.3% |
| 30D | +11.6% | -14.9% | +26.5% | +12.6% |
| 3M | -8.4% | +3.3% | -11.8% | -7.6% |
| 6M | -10.4% | -15.7% | +5.3% | -7.1% |
| YTD | -18.7% | -28.2% | +9.5% | -10.6% |
| 1Y | -0.9% | -34.5% | +33.6% | +12.6% |
| All | -0.9% | -34.7% | +33.8% | +12.6% |
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