+215.4%
ADSK vs SAN
+357.1%
-141.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.4% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -14.9% | +0.9% | -15.8% | -15.2% |
| 3M | +3.3% | +19.1% | -15.8% | -2.9% |
| 6M | -15.7% | +33.2% | -48.9% | -24.4% |
| YTD | -28.2% | +29.1% | -57.4% | -35.5% |
| 1Y | -34.5% | +50.2% | -84.8% | -44.4% |
| 3Y | -2.9% | +351.0% | -353.9% | -46.3% |
| 5Y | -25.3% | +394.7% | -420.0% | -61.5% |
| All | +215.4% | +357.1% | -141.7% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling