+957.8%
ADSK vs SPXU
-100.0%
+1,057.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.0% |
| 3M | +3.3% | -9.3% | +12.6% | -0.8% |
| 6M | -15.7% | -30.7% | +15.0% | -27.9% |
| YTD | -28.2% | -28.1% | -0.1% | -37.1% |
| 1Y | -34.5% | -35.2% | +0.7% | -44.9% |
| 3Y | -2.9% | -79.9% | +77.0% | -46.0% |
| 5Y | -25.3% | -86.4% | +61.1% | -55.4% |
| 10Y | +217.8% | -99.5% | +317.3% | -35.6% |
| All | +957.8% | -100.0% | +1,057.8% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling