-3.3%
ADSK vs SFM
+80.7%
-83.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.6% |
| 7D | -10.9% | -8.8% | -2.2% | -10.1% |
| 30D | -15.9% | -14.5% | -1.4% | -14.6% |
| 3M | -4.4% | -16.8% | +12.5% | -2.8% |
| 6M | -16.6% | -5.3% | -11.3% | -16.9% |
| YTD | -28.5% | -9.4% | -19.1% | -28.4% |
| 1Y | -34.6% | -46.2% | +11.5% | -29.3% |
| All | -3.3% | +80.7% | -83.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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