-27.4%
ADSK vs SIMO
+305.4%
-332.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.8% |
| 7D | -14.5% | +14.5% | -29.0% | -15.6% |
| 30D | -19.3% | +20.4% | -39.7% | -20.9% |
| 3M | -7.8% | +7.1% | -14.9% | -10.5% |
| 6M | -20.8% | +129.2% | -150.0% | -35.0% |
| YTD | -30.2% | +201.9% | -232.1% | -47.0% |
| 1Y | -36.5% | +235.5% | -272.0% | -53.3% |
| 3Y | -5.7% | +463.8% | -469.6% | -40.9% |
| All | -27.4% | +305.4% | -332.7% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling