-31.9%
ADSK vs SW
+1.0%
-32.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.5% | -8.3% |
| 7D | -16.4% | -5.1% | -11.3% | -16.2% |
| 30D | -9.2% | -4.6% | -4.6% | -9.1% |
| 3M | -6.7% | +9.4% | -16.1% | -6.4% |
| 6M | -15.5% | +3.5% | -19.0% | -14.7% |
| YTD | -26.4% | +22.0% | -48.4% | -27.2% |
| 1Y | -31.9% | +2.2% | -34.1% | -28.5% |
| All | -31.9% | +1.0% | -32.9% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling