+3,800.7%
ADSK vs SPY
+3,074.3%
+726.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.9% |
| 7D | -14.3% | +0.5% | -14.9% | -14.9% |
| 30D | -14.8% | -0.9% | -13.9% | -13.7% |
| 3M | -5.7% | +3.9% | -9.6% | -10.7% |
| 6M | -18.7% | +14.5% | -33.2% | -32.0% |
| YTD | -28.3% | +12.9% | -41.2% | -39.0% |
| 1Y | -35.1% | +19.4% | -54.4% | -48.5% |
| 3Y | -3.2% | +78.5% | -81.6% | -53.6% |
| 5Y | -26.7% | +81.8% | -108.5% | -64.2% |
| 10Y | +208.4% | +311.5% | -103.1% | -41.1% |
| All | +3,800.7% | +3,074.3% | +726.4% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling