-25.6%
ADSK vs SAN
+379.7%
-405.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.8% | +2.5% |
| 7D | -10.9% | -2.8% | -8.1% | -10.2% |
| 30D | -15.9% | -0.5% | -15.3% | -15.8% |
| 3M | -4.4% | +22.7% | -27.1% | -10.2% |
| 6M | -16.6% | +28.8% | -45.4% | -23.3% |
| YTD | -28.5% | +26.3% | -54.8% | -34.3% |
| 1Y | -34.6% | +48.8% | -83.5% | -43.3% |
| 3Y | -3.5% | +347.2% | -350.7% | -44.4% |
| 5Y | -25.6% | +383.8% | -409.4% | -61.2% |
| All | -25.6% | +379.7% | -405.3% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling