-48.8%
SE vs ADSK
-10.6%
-38.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.0% | -2.6% | +2.9% |
| 7D | +6.7% | +11.4% | -4.8% | +4.2% |
| 30D | -17.2% | +21.9% | -39.1% | -20.9% |
| 3M | -28.0% | +13.9% | -41.9% | -30.8% |
| 6M | -6.1% | +9.1% | -15.2% | -9.2% |
| YTD | -37.1% | -8.8% | -28.4% | -34.4% |
| 1Y | -48.8% | -10.2% | -38.5% | -46.0% |
| All | -48.8% | -10.6% | -38.1% | -46.0% |
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