-24.5%
ADSK vs SITM
+187.3%
-211.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.2% | -0.5% |
| 7D | -2.5% | +3.9% | -6.4% | -3.1% |
| 30D | -14.9% | -6.6% | -8.3% | -14.4% |
| 3M | +3.3% | -11.9% | +15.2% | +2.9% |
| 6M | -15.7% | +81.1% | -96.8% | -29.6% |
| YTD | -28.2% | +80.0% | -108.2% | -41.0% |
| 1Y | -34.5% | +145.8% | -180.4% | -51.0% |
| 3Y | -2.9% | +475.9% | -478.8% | -48.7% |
| All | -24.5% | +187.3% | -211.8% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling