-2.9%
ADSK vs SU
+120.0%
-122.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | +2.2% | -4.8% | -2.7% |
| 30D | -14.9% | +8.4% | -23.3% | -15.5% |
| 3M | +3.3% | +12.1% | -8.8% | +2.1% |
| 6M | -15.7% | +19.7% | -35.3% | -17.3% |
| YTD | -28.2% | +58.4% | -86.7% | -32.0% |
| 1Y | -34.5% | +67.2% | -101.8% | -38.5% |
| 3Y | -2.9% | +125.0% | -127.9% | -12.6% |
| All | -2.9% | +120.0% | -122.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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