+7.0%
SHW vs ADSK
-10.6%
+17.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.0% | -0.4% | +5.8% |
| 7D | +13.3% | +11.4% | +1.9% | +12.1% |
| 30D | +14.1% | +21.9% | -7.8% | +12.3% |
| 3M | +0.8% | +13.9% | -13.1% | -0.5% |
| 6M | +17.6% | +9.1% | +8.5% | +14.6% |
| YTD | +13.0% | -8.8% | +21.7% | +10.8% |
| 1Y | +7.0% | -10.2% | +17.2% | +5.8% |
| All | +7.0% | -10.6% | +17.6% | +5.8% |
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