-34.8%
ADSK vs SN
+39.6%
-74.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +2.9% |
| 7D | -10.9% | -7.2% | -3.7% | -10.1% |
| 30D | -15.9% | -13.4% | -2.5% | -14.5% |
| 3M | -4.4% | +26.8% | -31.2% | -4.8% |
| 6M | -16.6% | +44.6% | -61.2% | -17.6% |
| YTD | -28.5% | +45.3% | -73.8% | -29.7% |
| All | -34.8% | +39.6% | -74.4% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling