-31.9%
ADSK vs SM
+36.8%
-68.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.1% | -5.2% | -8.1% |
| 7D | -16.4% | -0.5% | -15.9% | -16.4% |
| 30D | -9.2% | +25.6% | -34.8% | -10.1% |
| 3M | -6.7% | +8.0% | -14.8% | -7.3% |
| 6M | -15.5% | +50.8% | -66.3% | -18.0% |
| YTD | -26.4% | +97.9% | -124.3% | -28.6% |
| 1Y | -31.9% | +33.8% | -65.7% | -34.7% |
| All | -31.9% | +36.8% | -68.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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