-5.5%
ADSK vs SN
+368.4%
-374.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.0% |
| 7D | -14.5% | -3.4% | -11.1% | -13.9% |
| 30D | -19.3% | -9.1% | -10.2% | -17.8% |
| 3M | -7.8% | +31.8% | -39.6% | -12.2% |
| 6M | -20.8% | +52.0% | -72.8% | -26.8% |
| YTD | -30.2% | +51.3% | -81.5% | -35.8% |
| 1Y | -36.5% | +46.9% | -83.3% | -41.4% |
| All | -5.5% | +368.4% | -374.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling