-40.9%
SE vs ADSK
-31.6%
-9.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | +1.1% |
| 7D | -6.1% | -16.4% | +10.3% | -2.0% |
| 30D | -2.5% | -9.2% | +6.8% | -0.9% |
| 3M | +21.7% | -6.7% | +28.5% | +22.1% |
| 6M | +27.0% | -15.5% | +42.5% | +30.8% |
| YTD | -12.1% | -26.4% | +14.3% | -2.7% |
| 1Y | -40.9% | -31.9% | -9.0% | -32.7% |
| All | -40.9% | -31.6% | -9.3% | -32.7% |
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