-10.2%
ADSK vs SM
+70.4%
-80.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -15.3% | +22.3% | +7.1% |
| 7D | +11.4% | -21.5% | +32.9% | +11.7% |
| 30D | +21.9% | -11.4% | +33.3% | +21.4% |
| 3M | +13.9% | +0.6% | +13.2% | +12.6% |
| 6M | +9.1% | +0.2% | +8.9% | +7.4% |
| YTD | -8.8% | +69.7% | -78.4% | -13.0% |
| 1Y | -10.2% | +71.6% | -81.8% | -14.7% |
| All | -10.2% | +70.4% | -80.6% | -14.7% |
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