+56.2%
SAP vs ADSK
-5.9%
+62.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | +0.3% |
| 7D | -0.3% | -14.5% | +14.3% | +8.3% |
| 30D | +0.3% | -19.3% | +19.6% | +12.2% |
| 3M | +16.9% | -7.8% | +24.7% | +21.3% |
| 6M | +6.3% | -20.8% | +27.1% | +18.7% |
| YTD | -12.4% | -30.2% | +17.8% | +3.5% |
| 1Y | -21.6% | -36.5% | +14.8% | -3.6% |
| All | +56.2% | -5.9% | +62.1% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling