-2.9%
ADSK vs SITM
+452.7%
-455.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | 0.0% |
| 7D | -2.5% | +3.9% | -6.4% | -2.8% |
| 30D | -14.9% | -6.6% | -8.3% | -14.6% |
| 3M | +3.3% | -11.9% | +15.2% | +3.5% |
| 6M | -15.7% | +81.1% | -96.8% | -24.3% |
| YTD | -28.2% | +80.0% | -108.2% | -36.2% |
| 1Y | -34.5% | +145.8% | -180.4% | -45.5% |
| 3Y | -2.9% | +475.9% | -478.8% | -35.9% |
| All | -2.9% | +452.7% | -455.6% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling