+4,619.0%
ADSK vs SAN
+2,106.1%
+2,513.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -14.3% | +3.3% | -17.7% | -15.4% |
| 30D | -14.8% | +1.1% | -15.9% | -15.2% |
| 3M | -5.7% | +22.2% | -27.9% | -13.1% |
| 6M | -18.7% | +36.0% | -54.7% | -28.6% |
| YTD | -28.3% | +28.2% | -56.6% | -36.1% |
| 1Y | -35.1% | +54.1% | -89.2% | -46.2% |
| 3Y | -3.2% | +354.2% | -357.4% | -48.0% |
| 5Y | -26.7% | +387.3% | -414.0% | -62.9% |
| 10Y | +208.4% | +334.8% | -126.4% | +50.6% |
| All | +4,619.0% | +2,106.1% | +2,513.0% | +1,293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling