+215.4%
ADSK vs SM
+23.0%
+192.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | +4.6% | -7.1% | -3.0% |
| 30D | -14.9% | +18.2% | -33.1% | -16.5% |
| 3M | +3.3% | +22.5% | -19.2% | +0.6% |
| 6M | -15.7% | +50.6% | -66.2% | -20.1% |
| YTD | -28.2% | +108.1% | -136.4% | -34.5% |
| 1Y | -34.5% | +46.0% | -80.6% | -38.1% |
| 3Y | -2.9% | +2.9% | -5.8% | -6.6% |
| 5Y | -25.3% | +112.6% | -137.9% | -34.7% |
| All | +215.4% | +23.0% | +192.4% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling