-34.5%
ADSK vs SNY
-4.5%
-30.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -3.3% | +0.8% | -1.7% |
| 30D | -14.9% | -2.2% | -12.7% | -14.5% |
| 3M | +3.3% | -3.0% | +6.4% | +3.8% |
| 6M | -15.7% | +2.7% | -18.4% | -15.8% |
| YTD | -28.2% | -6.8% | -21.4% | -27.5% |
| 1Y | -34.5% | -5.3% | -29.3% | -33.7% |
| All | -34.5% | -4.5% | -30.0% | -33.7% |
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