+10.0%
SHW vs ADSK
-25.6%
+35.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.7% |
| 7D | -4.5% | -10.9% | +6.4% | -1.5% |
| 30D | -12.7% | -15.9% | +3.2% | -8.6% |
| 3M | +4.7% | -4.4% | +9.1% | +5.1% |
| 6M | -3.4% | -16.6% | +13.2% | +0.3% |
| YTD | -1.3% | -28.5% | +27.2% | +7.0% |
| 1Y | -10.4% | -34.6% | +24.3% | +0.1% |
| 3Y | +20.1% | -3.5% | +23.6% | +15.2% |
| All | +10.0% | -25.6% | +35.6% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling