-16.6%
ADSK vs SPMO
+24.1%
-40.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.3% | +1.5% |
| 7D | -10.9% | +0.1% | -11.0% | -10.8% |
| 30D | -15.9% | -0.7% | -15.2% | -16.1% |
| 3M | -4.4% | +2.8% | -7.2% | -3.2% |
| 6M | -16.6% | +24.4% | -41.1% | -16.1% |
| All | -16.6% | +24.1% | -40.8% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling