-31.9%
ADSK vs SCHG
+16.6%
-48.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -7.7% |
| 7D | -16.4% | -0.7% | -15.7% | -16.0% |
| 30D | -9.2% | +0.2% | -9.4% | -9.2% |
| 3M | -6.7% | +2.2% | -9.0% | -7.5% |
| 6M | -15.5% | +15.0% | -30.5% | -23.1% |
| YTD | -26.4% | +9.2% | -35.6% | -29.9% |
| 1Y | -31.9% | +15.7% | -47.6% | -36.8% |
| All | -31.9% | +16.6% | -48.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling