-34.5%
ADSK vs SITM
+155.7%
-190.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | +0.7% |
| 7D | -2.5% | +3.9% | -6.4% | -2.3% |
| 30D | -14.9% | -6.6% | -8.3% | -15.1% |
| 3M | +3.3% | -11.9% | +15.2% | +4.0% |
| 6M | -15.7% | +81.1% | -96.8% | -15.6% |
| YTD | -28.2% | +80.0% | -108.2% | -28.5% |
| 1Y | -34.5% | +145.8% | -180.4% | -36.0% |
| All | -34.5% | +155.7% | -190.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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