-19.5%
SAP vs ADSK
-31.6%
+12.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | +4.7% |
| 7D | -2.9% | -16.4% | +13.5% | +9.4% |
| 30D | +9.0% | -9.2% | +18.2% | +15.3% |
| 3M | +14.9% | -6.7% | +21.7% | +18.4% |
| 6M | +11.9% | -15.5% | +27.4% | +22.0% |
| YTD | -9.9% | -26.4% | +16.5% | +7.5% |
| 1Y | -19.5% | -31.9% | +12.4% | -1.0% |
| All | -19.5% | -31.6% | +12.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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