+25.9%
ADSK vs SNAP
-53.6%
+79.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +1.0% | +6.0% | -5.0% | +0.1% |
| 30D | +14.4% | -13.8% | +28.2% | +16.7% |
| 3M | +2.5% | -0.8% | +3.3% | +2.1% |
| 6M | +14.5% | -6.2% | +20.7% | +14.3% |
| YTD | -10.7% | -34.8% | +24.1% | -7.0% |
| 1Y | -11.0% | -38.7% | +27.7% | -6.7% |
| 3Y | +25.9% | -53.5% | +79.3% | +17.1% |
| All | +25.9% | -53.6% | +79.4% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling