+581.2%
ADSK vs SW
+730.4%
-149.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +11.3% | +4.7% | +6.7% | +11.0% |
| 30D | +16.4% | +5.0% | +11.4% | +15.9% |
| 3M | +12.1% | -7.3% | +19.5% | +12.7% |
| 6M | +7.9% | +15.0% | -7.1% | +6.5% |
| YTD | -9.1% | +18.5% | -27.6% | -10.8% |
| 1Y | -10.6% | +27.1% | -37.7% | -12.8% |
| 3Y | +32.0% | +49.3% | -17.4% | +26.7% |
| 5Y | -17.1% | -1.6% | -15.4% | -19.6% |
| 10Y | +287.6% | +185.4% | +102.2% | +257.2% |
| All | +581.2% | +730.4% | -149.1% | +500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling