-2.5%
ADSK vs SN
+476.8%
-479.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.1% |
| 7D | -14.5% | -3.4% | -11.1% | -14.0% |
| 30D | -19.3% | -9.1% | -10.2% | -18.0% |
| 3M | -7.8% | +31.8% | -39.6% | -11.7% |
| 6M | -20.8% | +52.0% | -72.8% | -26.1% |
| YTD | -30.2% | +51.3% | -81.5% | -35.1% |
| 1Y | -36.5% | +46.9% | -83.3% | -40.8% |
| 3Y | -5.7% | +394.9% | -400.7% | -25.0% |
| All | -2.5% | +476.8% | -479.3% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling