-3.3%
ADSK vs SPY
+75.5%
-78.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +3.0% |
| 7D | -10.9% | -2.0% | -8.9% | -9.2% |
| 30D | -15.9% | -1.7% | -14.2% | -14.5% |
| 3M | -4.4% | +4.7% | -9.1% | -9.0% |
| 6M | -16.6% | +12.5% | -29.1% | -26.7% |
| YTD | -28.5% | +11.7% | -40.2% | -36.6% |
| 1Y | -34.6% | +17.5% | -52.1% | -45.1% |
| All | -3.3% | +75.5% | -78.8% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling