-2.9%
ADSK vs SAN
+352.3%
-355.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | 0.0% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -14.9% | +0.9% | -15.8% | -15.0% |
| 3M | +3.3% | +19.1% | -15.8% | +0.2% |
| 6M | -15.7% | +33.2% | -48.9% | -20.4% |
| YTD | -28.2% | +29.1% | -57.4% | -32.2% |
| 1Y | -34.5% | +50.2% | -84.8% | -40.5% |
| 3Y | -2.9% | +351.0% | -353.9% | -33.8% |
| All | -2.9% | +352.3% | -355.2% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling