+28.0%
ADSK vs SITM
+4,532.8%
-4,504.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.0% |
| 7D | -10.9% | +4.8% | -15.7% | -11.8% |
| 30D | -15.9% | -9.7% | -6.2% | -14.8% |
| 3M | -4.4% | -9.3% | +5.0% | -5.8% |
| 6M | -16.6% | +69.5% | -86.2% | -29.9% |
| YTD | -28.5% | +70.5% | -99.0% | -40.9% |
| 1Y | -34.6% | +145.3% | -179.9% | -51.4% |
| 3Y | -3.5% | +432.8% | -436.3% | -46.7% |
| 5Y | -25.6% | +174.0% | -199.6% | -56.8% |
| All | +28.0% | +4,532.8% | -4,504.9% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling