-10.2%
ADSK vs SPMO
+11.0%
-21.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.9% | +6.7% |
| 7D | +11.4% | -8.9% | +20.3% | +8.0% |
| 30D | +21.9% | -13.8% | +35.7% | +16.1% |
| 3M | +13.9% | -12.5% | +26.4% | +9.3% |
| 6M | +9.1% | -1.5% | +10.6% | +2.2% |
| YTD | -8.8% | +11.3% | -20.1% | -17.8% |
| 1Y | -10.2% | +11.5% | -21.7% | -19.3% |
| All | -10.2% | +11.0% | -21.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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