-24.5%
ADSK vs SCHG
+84.3%
-108.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.5% |
| 7D | -2.5% | -1.0% | -1.5% | -1.4% |
| 30D | -14.9% | -1.3% | -13.6% | -13.6% |
| 3M | +3.3% | +5.4% | -2.1% | -2.4% |
| 6M | -15.7% | +14.4% | -30.1% | -27.3% |
| YTD | -28.2% | +8.0% | -36.3% | -34.1% |
| 1Y | -34.5% | +12.7% | -47.3% | -42.9% |
| 3Y | -2.9% | +85.6% | -88.5% | -53.8% |
| All | -24.5% | +84.3% | -108.8% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling