+502.9%
ADSK vs SFM
+108.9%
+394.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.0% |
| 7D | -14.5% | -7.2% | -7.4% | -13.6% |
| 30D | -19.3% | -14.3% | -5.0% | -17.6% |
| 3M | -7.8% | -13.7% | +5.9% | -6.2% |
| 6M | -20.8% | -6.0% | -14.7% | -20.8% |
| YTD | -30.2% | -8.2% | -22.0% | -30.1% |
| 1Y | -36.5% | -46.2% | +9.8% | -31.3% |
| 3Y | -5.7% | +83.6% | -89.3% | -17.7% |
| 5Y | -28.2% | +212.7% | -240.9% | -43.8% |
| 10Y | +209.1% | +273.0% | -63.9% | +116.6% |
| All | +502.9% | +108.9% | +394.0% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling