-18.9%
ADSK vs SUI
-25.9%
+7.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +3.1% | +3.4% | -0.3% | +1.5% |
| 30D | +10.5% | +4.6% | +5.9% | +8.2% |
| 3M | +1.6% | +1.6% | 0.0% | +0.8% |
| 6M | +6.4% | -3.5% | +9.8% | +8.0% |
| YTD | -12.1% | -1.0% | -11.1% | -12.3% |
| 1Y | -12.9% | -1.7% | -11.2% | -12.8% |
| 3Y | +23.5% | +18.4% | +5.2% | +6.5% |
| 5Y | -18.9% | -26.3% | +7.5% | -2.9% |
| All | -18.9% | -25.9% | +7.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling