-31.9%
ADSK vs SPG
+21.3%
-53.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -8.1% |
| 7D | -16.4% | -2.4% | -14.0% | -16.1% |
| 30D | -9.2% | -6.8% | -2.4% | -8.1% |
| 3M | -6.7% | +2.7% | -9.4% | -5.6% |
| 6M | -15.5% | +5.5% | -21.0% | -15.0% |
| YTD | -26.4% | +15.7% | -42.1% | -27.3% |
| 1Y | -31.9% | +20.9% | -52.8% | -34.2% |
| All | -31.9% | +21.3% | -53.2% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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