-2.9%
ADSK vs SPG
+106.8%
-109.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -1.2% | -1.4% | -2.1% |
| 30D | -14.9% | -6.1% | -8.7% | -12.6% |
| 3M | +3.3% | -3.6% | +7.0% | +5.1% |
| 6M | -15.7% | +10.4% | -26.1% | -19.5% |
| YTD | -28.2% | +14.4% | -42.6% | -32.8% |
| 1Y | -34.5% | +16.5% | -51.1% | -39.4% |
| 3Y | -2.9% | +106.8% | -109.7% | -33.7% |
| All | -2.9% | +106.8% | -109.7% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling