-2.9%
ADSK vs SRE
+28.3%
-31.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | -14.9% | -3.0% | -11.9% | -14.6% |
| 3M | +3.3% | -8.3% | +11.6% | +4.3% |
| 6M | -15.7% | -8.9% | -6.7% | -14.9% |
| YTD | -28.2% | -4.3% | -24.0% | -28.4% |
| 1Y | -34.5% | +2.7% | -37.3% | -35.8% |
| 3Y | -2.9% | +28.7% | -31.6% | -11.5% |
| All | -2.9% | +28.3% | -31.2% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling