+219.9%
SLV vs ADSK
+222.2%
-2.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.8% | -2.5% | -0.3% | -2.6% |
| 30D | -1.6% | -14.9% | +13.3% | 0.0% |
| 3M | -4.4% | +3.3% | -7.8% | -5.0% |
| 6M | -25.4% | -15.7% | -9.7% | -24.4% |
| YTD | -9.8% | -28.2% | +18.5% | -7.0% |
| 1Y | +53.8% | -34.5% | +88.3% | +60.1% |
| 3Y | +174.7% | -2.9% | +177.6% | +170.9% |
| 5Y | +164.3% | -25.3% | +189.6% | +163.6% |
| All | +219.9% | +222.2% | -2.3% | +179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling