-25.6%
ADSK vs SPG
+103.4%
-129.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -10.9% | -2.2% | -8.7% | -9.7% |
| 30D | -15.9% | -5.8% | -10.1% | -13.0% |
| 3M | -4.4% | -2.8% | -1.6% | -2.8% |
| 6M | -16.6% | +8.9% | -25.5% | -21.3% |
| YTD | -28.5% | +14.3% | -42.8% | -34.7% |
| 1Y | -34.6% | +19.5% | -54.1% | -42.1% |
| 3Y | -3.5% | +106.9% | -110.3% | -42.6% |
| 5Y | -25.6% | +108.7% | -134.3% | -58.0% |
| All | -25.6% | +103.4% | -129.0% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling