-24.5%
ADSK vs SPMO
+149.5%
-174.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | 0.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.0% |
| 30D | -14.9% | -1.9% | -13.0% | -14.0% |
| 3M | +3.3% | -1.4% | +4.7% | +1.1% |
| 6M | -15.7% | +25.5% | -41.1% | -35.8% |
| YTD | -28.2% | +24.8% | -53.1% | -45.1% |
| 1Y | -34.5% | +24.5% | -59.0% | -50.0% |
| 3Y | -2.9% | +157.1% | -160.0% | -69.4% |
| All | -24.5% | +149.5% | -174.0% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling