-2.9%
ADSK vs SPXS
-79.6%
+76.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.4% |
| 7D | -2.5% | +2.5% | -5.0% | -1.7% |
| 30D | -14.9% | +4.2% | -19.1% | -13.5% |
| 3M | +3.3% | -9.3% | +12.6% | +0.5% |
| 6M | -15.7% | -30.7% | +15.0% | -24.9% |
| YTD | -28.2% | -28.1% | -0.2% | -34.7% |
| 1Y | -34.5% | -35.1% | +0.5% | -42.2% |
| 3Y | -2.9% | -79.6% | +76.7% | -40.0% |
| All | -2.9% | -79.6% | +76.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling