-10.2%
ADSK vs SNY
+2.7%
-13.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.7% | +2.3% | +5.1% |
| 7D | +11.4% | +12.4% | -0.9% | +6.7% |
| 30D | +21.9% | +20.1% | +1.8% | +14.1% |
| 3M | +13.9% | +11.2% | +2.6% | +9.1% |
| 6M | +9.1% | +9.5% | -0.4% | +4.9% |
| YTD | -8.8% | +3.4% | -12.1% | -11.2% |
| 1Y | -10.2% | +2.0% | -12.3% | -12.1% |
| All | -10.2% | +2.7% | -13.0% | -12.1% |
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