-31.9%
ADSK vs SNY
+2.0%
-33.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.2% | -8.1% | -8.2% |
| 7D | -16.4% | -1.3% | -15.1% | -16.1% |
| 30D | -9.2% | +3.4% | -12.6% | -10.1% |
| 3M | -6.7% | -0.3% | -6.4% | -7.0% |
| 6M | -15.5% | +1.0% | -16.5% | -16.0% |
| YTD | -26.4% | -3.6% | -22.7% | -26.2% |
| 1Y | -31.9% | +3.0% | -34.9% | -32.1% |
| All | -31.9% | +2.0% | -33.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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