-2.9%
ADSK vs SPYG
+98.4%
-101.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | -2.5% | -0.9% | -1.6% | -1.9% |
| 30D | -14.9% | -1.5% | -13.4% | -14.0% |
| 3M | +3.3% | +3.7% | -0.4% | +0.1% |
| 6M | -15.7% | +16.4% | -32.1% | -25.8% |
| YTD | -28.2% | +13.3% | -41.6% | -35.4% |
| 1Y | -34.5% | +17.9% | -52.4% | -43.1% |
| 3Y | -2.9% | +98.3% | -101.2% | -51.7% |
| All | -2.9% | +98.4% | -101.3% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling