+3,435.4%
ADSK vs SNY
+241.9%
+3,193.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -3.3% | +0.8% | -0.9% |
| 30D | -14.9% | -2.2% | -12.7% | -14.0% |
| 3M | +3.3% | -3.0% | +6.4% | +4.9% |
| 6M | -15.7% | +2.7% | -18.4% | -17.1% |
| YTD | -28.2% | -6.8% | -21.4% | -26.3% |
| 1Y | -34.5% | -5.3% | -29.3% | -33.7% |
| 3Y | -2.9% | -9.8% | +6.9% | -4.3% |
| 5Y | -25.3% | +9.7% | -35.0% | -35.6% |
| 10Y | +217.8% | +64.5% | +153.3% | +113.8% |
| All | +3,435.4% | +241.9% | +3,193.4% | +1,369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling