+0.2%
ADSK vs SN
+447.8%
-447.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -2.5% | -7.3% | +4.7% | -1.3% |
| 30D | -14.9% | -13.6% | -1.3% | -12.8% |
| 3M | +3.3% | +18.6% | -15.3% | +0.7% |
| 6M | -15.7% | +46.0% | -61.6% | -20.8% |
| YTD | -28.2% | +43.7% | -71.9% | -32.8% |
| 1Y | -34.5% | +39.2% | -73.7% | -38.5% |
| 3Y | -2.9% | +306.5% | -309.4% | -21.4% |
| All | +0.2% | +447.8% | -447.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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