+2.8%
ADSK vs SN
+490.7%
-487.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.2% | -8.1% |
| 7D | -16.4% | -9.3% | -7.1% | -15.0% |
| 30D | -9.2% | -4.8% | -4.4% | -8.4% |
| 3M | -6.7% | +40.4% | -47.2% | -11.6% |
| 6M | -15.5% | +50.9% | -66.5% | -21.1% |
| YTD | -26.4% | +54.9% | -81.3% | -31.9% |
| 1Y | -31.9% | +43.0% | -74.9% | -36.2% |
| 3Y | -1.0% | +391.8% | -392.8% | -21.3% |
| All | +2.8% | +490.7% | -487.9% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling