-34.5%
ADSK vs SAN
+51.4%
-86.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.4% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -14.9% | +0.9% | -15.8% | -14.8% |
| 3M | +3.3% | +19.1% | -15.8% | +3.4% |
| 6M | -15.7% | +33.2% | -48.9% | -16.2% |
| YTD | -28.2% | +29.1% | -57.4% | -28.4% |
| 1Y | -34.5% | +50.2% | -84.8% | -35.3% |
| All | -34.5% | +51.4% | -86.0% | -35.3% |
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