+143.0%
ADSK vs SNAP
-77.4%
+220.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -14.3% | +1.5% | -15.8% | -14.5% |
| 30D | -14.8% | +1.9% | -16.7% | -15.3% |
| 3M | -5.7% | -3.9% | -1.8% | -5.8% |
| 6M | -18.7% | +5.2% | -23.9% | -20.7% |
| YTD | -28.3% | -32.7% | +4.4% | -24.4% |
| 1Y | -35.1% | -24.8% | -10.3% | -33.3% |
| 3Y | -3.2% | -42.2% | +39.0% | -3.5% |
| 5Y | -26.7% | -92.7% | +66.0% | -7.3% |
| All | +143.0% | -77.4% | +220.4% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling