+3,266.9%
ADSK vs SBAC
+2,199.0%
+1,067.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -14.3% | -0.1% | -14.3% | -14.3% |
| 30D | -14.8% | +3.2% | -18.0% | -15.3% |
| 3M | -5.7% | -5.1% | -0.6% | -5.0% |
| 6M | -18.7% | -2.1% | -16.6% | -18.9% |
| YTD | -28.3% | -0.5% | -27.8% | -28.8% |
| 1Y | -35.1% | +1.1% | -36.2% | -35.7% |
| 3Y | -3.2% | -7.4% | +4.3% | -3.9% |
| 5Y | -26.7% | -44.3% | +17.6% | -20.6% |
| 10Y | +208.4% | +77.6% | +130.8% | +178.3% |
| All | +3,266.9% | +2,199.0% | +1,067.9% | +1,995.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling