+2,158.8%
ADSK vs SRE
+1,544.3%
+614.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -14.5% | +1.5% | -16.0% | -15.0% |
| 30D | -19.3% | +0.8% | -20.1% | -19.8% |
| 3M | -7.8% | -5.8% | -2.0% | -6.1% |
| 6M | -20.8% | -7.8% | -13.0% | -19.0% |
| YTD | -30.2% | -2.4% | -27.8% | -30.5% |
| 1Y | -36.5% | +8.9% | -45.4% | -39.7% |
| 3Y | -5.7% | +31.1% | -36.8% | -19.5% |
| 5Y | -28.2% | +48.6% | -76.8% | -42.3% |
| 10Y | +209.1% | +126.1% | +83.0% | +99.2% |
| All | +2,158.8% | +1,544.3% | +614.5% | +666.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling