-31.9%
ADSK vs SIMO
+226.2%
-258.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +8.7% | -17.0% | -7.6% |
| 7D | -16.4% | +4.2% | -20.6% | -16.0% |
| 30D | -9.2% | +4.1% | -13.3% | -8.7% |
| 3M | -6.7% | -12.9% | +6.1% | -6.3% |
| 6M | -15.5% | +110.3% | -125.9% | -20.5% |
| YTD | -26.4% | +178.6% | -205.0% | -34.8% |
| 1Y | -31.9% | +220.0% | -251.9% | -41.0% |
| All | -31.9% | +226.2% | -258.1% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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