+3,390.7%
ADSK vs SPYG
+553.6%
+2,837.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +3.3% |
| 7D | -10.9% | -1.8% | -9.1% | -9.1% |
| 30D | -15.9% | -1.9% | -14.0% | -14.1% |
| 3M | -4.4% | +5.2% | -9.5% | -10.7% |
| 6M | -16.6% | +15.6% | -32.2% | -30.3% |
| YTD | -28.5% | +12.4% | -40.9% | -38.4% |
| 1Y | -34.6% | +17.5% | -52.1% | -46.6% |
| 3Y | -3.5% | +98.1% | -101.5% | -56.3% |
| 5Y | -25.6% | +84.9% | -110.5% | -62.6% |
| 10Y | +216.6% | +417.7% | -201.1% | -42.7% |
| All | +3,390.7% | +553.6% | +2,837.1% | +282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling