+22,994.0%
TSLA vs ADSK
+705.2%
+22,288.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.3% |
| 7D | +3.0% | -14.5% | +17.5% | +12.0% |
| 30D | +11.2% | -19.3% | +30.5% | +24.4% |
| 3M | -7.3% | -7.8% | +0.5% | -5.5% |
| 6M | -7.7% | -20.8% | +13.0% | +0.7% |
| YTD | -18.2% | -30.2% | +12.0% | -4.9% |
| 1Y | +6.0% | -36.5% | +42.5% | +29.8% |
| 3Y | +48.0% | -5.7% | +53.7% | +45.4% |
| 5Y | +46.2% | -28.2% | +74.4% | +62.6% |
| 10Y | +2,737.0% | +209.1% | +2,527.9% | +1,451.2% |
| All | +22,994.0% | +705.2% | +22,288.7% | +7,131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling