+727.4%
ADSK vs SCHG
+1,132.2%
-404.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.7% |
| 7D | -2.5% | -1.0% | -1.5% | -1.2% |
| 30D | -14.9% | -1.3% | -13.6% | -13.4% |
| 3M | +3.3% | +5.4% | -2.1% | -3.6% |
| 6M | -15.7% | +14.4% | -30.1% | -29.4% |
| YTD | -28.2% | +8.0% | -36.3% | -35.4% |
| 1Y | -34.5% | +12.7% | -47.3% | -44.5% |
| 3Y | -2.9% | +85.6% | -88.5% | -58.3% |
| 5Y | -25.3% | +85.5% | -110.8% | -67.5% |
| 10Y | +217.8% | +456.0% | -238.2% | -69.8% |
| All | +727.4% | +1,132.2% | -404.8% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling