+215.4%
ADSK vs SRE
+122.3%
+93.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | -14.9% | -3.0% | -11.9% | -14.2% |
| 3M | +3.3% | -8.3% | +11.6% | +6.0% |
| 6M | -15.7% | -8.9% | -6.7% | -13.7% |
| YTD | -28.2% | -4.3% | -24.0% | -28.1% |
| 1Y | -34.5% | +2.7% | -37.3% | -36.3% |
| 3Y | -2.9% | +28.7% | -31.6% | -16.2% |
| 5Y | -25.3% | +47.1% | -72.5% | -39.2% |
| All | +215.4% | +122.3% | +93.0% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling