-24.5%
ADSK vs SPXU
-86.1%
+61.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.7% |
| 7D | -2.5% | +2.5% | -5.0% | -1.4% |
| 30D | -14.9% | +4.2% | -19.1% | -13.1% |
| 3M | +3.3% | -9.3% | +12.6% | -0.6% |
| 6M | -15.7% | -30.7% | +15.0% | -27.5% |
| YTD | -28.2% | -28.1% | -0.1% | -36.8% |
| 1Y | -34.5% | -35.2% | +0.7% | -44.6% |
| 3Y | -2.9% | -79.9% | +77.0% | -47.0% |
| All | -24.5% | -86.1% | +61.6% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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