+62.0%
SLV vs ADSK
-31.6%
+93.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -1.2% |
| 7D | -0.3% | -16.4% | +16.1% | -0.4% |
| 30D | +6.7% | -9.2% | +15.9% | +7.0% |
| 3M | -10.7% | -6.7% | -4.0% | -9.8% |
| 6M | -20.6% | -15.5% | -5.1% | -18.8% |
| YTD | -7.1% | -26.4% | +19.2% | -4.4% |
| 1Y | +62.0% | -31.9% | +93.9% | +68.1% |
| All | +62.0% | -31.6% | +93.6% | +68.1% |
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