-34.5%
ADSK vs SNAP
-19.8%
-14.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.2% |
| 7D | -2.5% | +3.8% | -6.4% | -3.3% |
| 30D | -14.9% | +9.2% | -24.1% | -16.6% |
| 3M | +3.3% | +6.6% | -3.2% | +0.4% |
| 6M | -15.7% | +16.9% | -32.5% | -19.6% |
| YTD | -28.2% | -29.6% | +1.4% | -24.0% |
| 1Y | -34.5% | -22.1% | -12.5% | -31.4% |
| All | -34.5% | -19.8% | -14.8% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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