-18.8%
SAP vs ADSK
-34.9%
+16.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -3.1% |
| 7D | -5.1% | -10.9% | +5.8% | +2.2% |
| 30D | -1.8% | -15.9% | +14.1% | +9.7% |
| 3M | +20.9% | -4.4% | +25.3% | +22.5% |
| 6M | +7.0% | -16.6% | +23.6% | +17.9% |
| YTD | -13.7% | -28.5% | +14.8% | +5.5% |
| All | -18.8% | -34.9% | +16.1% | +3.9% |
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