+28.7%
ADSK vs SW
+48.2%
-19.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.1% | +1.8% | +0.3% | +1.9% |
| 30D | +11.9% | +7.0% | +4.9% | +10.8% |
| 3M | +5.7% | -7.6% | +13.4% | +6.9% |
| 6M | +7.7% | +8.5% | -0.8% | +6.0% |
| YTD | -11.0% | +17.7% | -28.7% | -14.6% |
| 1Y | -11.4% | +27.1% | -38.4% | -16.5% |
| 3Y | +28.7% | +48.2% | -19.5% | +18.0% |
| All | +28.7% | +48.2% | -19.5% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling