+310.5%
ADSK vs SPMO
+562.6%
-252.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.3% | +4.0% |
| 7D | -10.9% | +0.1% | -11.0% | -11.2% |
| 30D | -15.9% | -0.7% | -15.2% | -15.8% |
| 3M | -4.4% | +2.8% | -7.2% | -11.2% |
| 6M | -16.6% | +24.4% | -41.1% | -37.7% |
| YTD | -28.5% | +24.2% | -52.7% | -46.5% |
| 1Y | -34.6% | +24.5% | -59.1% | -51.4% |
| 3Y | -3.5% | +155.6% | -159.0% | -68.1% |
| 5Y | -25.6% | +148.2% | -173.8% | -74.2% |
| 10Y | +216.6% | +514.8% | -298.2% | -44.0% |
| All | +310.5% | +562.6% | -252.1% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling