-34.5%
ADSK vs SM
+48.5%
-83.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | +4.6% | -7.1% | -2.8% |
| 30D | -14.9% | +18.2% | -33.1% | -15.5% |
| 3M | +3.3% | +22.5% | -19.2% | +1.7% |
| 6M | -15.7% | +50.6% | -66.2% | -18.4% |
| YTD | -28.2% | +108.1% | -136.4% | -31.2% |
| 1Y | -34.5% | +46.0% | -80.6% | -37.1% |
| All | -34.5% | +48.5% | -83.1% | -37.1% |
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