-3.3%
ADSK vs SBAC
-11.3%
+8.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.3% | +2.8% |
| 7D | -10.9% | -5.3% | -5.6% | -10.3% |
| 30D | -15.9% | +0.4% | -16.3% | -15.9% |
| 3M | -4.4% | -11.9% | +7.5% | -3.2% |
| 6M | -16.6% | -4.5% | -12.2% | -16.5% |
| YTD | -28.5% | -4.3% | -24.2% | -28.5% |
| 1Y | -34.6% | -3.9% | -30.8% | -34.7% |
| All | -3.3% | -11.3% | +8.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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