-25.6%
ADSK vs SM
+108.0%
-133.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -10.9% | +2.1% | -13.0% | -11.2% |
| 30D | -15.9% | +18.1% | -34.0% | -18.1% |
| 3M | -4.4% | +17.0% | -21.4% | -7.2% |
| 6M | -16.6% | +55.4% | -72.1% | -23.4% |
| YTD | -28.5% | +108.6% | -137.1% | -37.6% |
| 1Y | -34.6% | +45.7% | -80.3% | -39.7% |
| 3Y | -3.5% | -0.3% | -3.1% | -8.8% |
| 5Y | -25.6% | +113.0% | -138.6% | -38.2% |
| All | -25.6% | +108.0% | -133.6% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling