-24.2%
SKHY vs ADSK
+23.5%
-47.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.5% | -0.1% |
| 7D | -14.7% | +4.9% | -19.5% | -9.8% |
| 30D | -28.6% | +11.3% | -39.9% | -19.1% |
| 3M | -11.3% | +7.9% | -19.2% | +2.9% |
| All | -24.2% | +23.5% | -47.7% | +33.8% |
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 · Available span rolling