-31.9%
ADSK vs SAN
+58.9%
-90.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.5% | -8.3% |
| 7D | -16.4% | +1.8% | -18.2% | -16.4% |
| 30D | -9.2% | +2.0% | -11.2% | -9.2% |
| 3M | -6.7% | +19.7% | -26.5% | -6.5% |
| 6M | -15.5% | +30.6% | -46.1% | -16.0% |
| YTD | -26.4% | +28.8% | -55.2% | -26.5% |
| 1Y | -31.9% | +57.8% | -89.7% | -32.1% |
| All | -31.9% | +58.9% | -90.8% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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