+236.6%
SAP vs ADSK
+255.5%
-19.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.4% |
| 7D | +0.6% | +1.0% | -0.4% | +0.2% |
| 30D | +6.5% | +14.4% | -7.9% | +0.5% |
| 3M | +12.2% | +2.5% | +9.7% | +10.3% |
| 6M | +46.1% | +14.5% | +31.6% | +37.3% |
| YTD | -1.6% | -10.7% | +9.1% | +2.0% |
| 1Y | -5.1% | -11.0% | +5.9% | -1.5% |
| 3Y | +68.4% | +25.9% | +42.5% | +50.0% |
| 5Y | +79.4% | -19.7% | +99.1% | +82.0% |
| All | +236.6% | +255.5% | -19.0% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling