-34.5%
ADSK vs SIMO
+239.1%
-273.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.2% | -6.9% | +1.0% |
| 7D | -2.5% | +11.0% | -13.6% | -1.6% |
| 30D | -14.9% | +17.9% | -32.8% | -13.5% |
| 3M | +3.3% | +3.9% | -0.6% | +4.6% |
| 6M | -15.7% | +131.0% | -146.7% | -19.8% |
| YTD | -28.2% | +209.3% | -237.6% | -35.9% |
| 1Y | -34.5% | +223.8% | -258.3% | -42.7% |
| All | -34.5% | +239.1% | -273.6% | -42.7% |
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