-10.2%
ADSK vs SPYG
+10.8%
-21.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +6.9% |
| 7D | +11.4% | -2.8% | +14.2% | +11.9% |
| 30D | +21.9% | -6.2% | +28.1% | +23.3% |
| 3M | +13.9% | -3.6% | +17.4% | +14.5% |
| 6M | +9.1% | +4.8% | +4.3% | +6.6% |
| YTD | -8.8% | +11.0% | -19.7% | -12.2% |
| 1Y | -10.2% | +11.2% | -21.4% | -13.8% |
| All | -10.2% | +10.8% | -21.1% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling