+553.6%
SCHD vs ADSK
+583.6%
-30.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.0% | -2.5% | +0.6% | -1.4% |
| 30D | -0.4% | -14.9% | +14.5% | +3.0% |
| 3M | +5.7% | +3.3% | +2.4% | +4.3% |
| 6M | +11.9% | -15.7% | +27.5% | +15.0% |
| YTD | +26.4% | -28.2% | +54.7% | +34.4% |
| 1Y | +27.6% | -34.5% | +62.2% | +38.6% |
| 3Y | +54.9% | -2.9% | +57.8% | +50.4% |
| 5Y | +60.9% | -25.3% | +86.3% | +60.9% |
| 10Y | +243.4% | +217.8% | +25.7% | +135.0% |
| All | +553.6% | +583.6% | -30.0% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling