-5.9%
SAP vs ADSK
-10.6%
+4.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | -0.1% |
| 7D | +1.3% | +11.4% | -10.1% | -5.4% |
| 30D | +15.5% | +21.9% | -6.4% | +1.6% |
| 3M | +22.8% | +13.9% | +8.9% | +11.7% |
| 6M | +42.5% | +9.1% | +33.4% | +31.6% |
| YTD | +0.5% | -8.8% | +9.3% | +3.9% |
| 1Y | -5.9% | -10.2% | +4.3% | -2.0% |
| All | -5.9% | -10.6% | +4.7% | -2.0% |
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