+215.4%
ADSK vs SPMO
+517.6%
-302.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | -0.1% |
| 7D | -2.5% | -0.9% | -1.6% | -1.8% |
| 30D | -14.9% | -1.9% | -13.0% | -13.8% |
| 3M | +3.3% | -1.4% | +4.7% | +0.4% |
| 6M | -15.7% | +25.5% | -41.1% | -37.9% |
| YTD | -28.2% | +24.8% | -53.1% | -46.9% |
| 1Y | -34.5% | +24.5% | -59.0% | -51.6% |
| 3Y | -2.9% | +157.1% | -160.0% | -69.0% |
| 5Y | -25.3% | +149.5% | -174.8% | -74.9% |
| All | +215.4% | +517.6% | -302.2% | -46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling