-2.9%
ADSK vs SYY
+29.1%
-32.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -2.5% | +3.9% | -6.5% | -3.1% |
| 30D | -14.9% | -1.7% | -13.1% | -14.7% |
| 3M | +3.3% | +5.2% | -1.9% | +2.7% |
| 6M | -15.7% | -0.2% | -15.5% | -15.6% |
| YTD | -28.2% | +15.4% | -43.6% | -31.0% |
| 1Y | -34.5% | +5.6% | -40.1% | -35.3% |
| 3Y | -2.9% | +28.9% | -31.8% | -12.3% |
| All | -2.9% | +29.1% | -32.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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