+215.4%
ADSK vs SPY
+322.5%
-107.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.7% |
| 7D | -2.5% | -0.8% | -1.8% | -1.5% |
| 30D | -14.9% | -1.1% | -13.8% | -13.6% |
| 3M | +3.3% | +3.9% | -0.5% | -2.3% |
| 6M | -15.7% | +13.6% | -29.3% | -29.8% |
| YTD | -28.2% | +12.7% | -40.9% | -39.6% |
| 1Y | -34.5% | +17.5% | -52.1% | -48.1% |
| 3Y | -2.9% | +76.9% | -79.8% | -56.8% |
| 5Y | -25.3% | +83.6% | -108.9% | -67.3% |
| All | +215.4% | +322.5% | -107.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling