+171.7%
SLV vs ADSK
-3.6%
+175.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -5.5% |
| 7D | -5.0% | -10.9% | +5.9% | -4.2% |
| 30D | -1.8% | -15.9% | +14.1% | -0.4% |
| 3M | -0.3% | -4.4% | +4.1% | +0.1% |
| 6M | -28.2% | -16.6% | -11.6% | -26.9% |
| YTD | -10.7% | -28.5% | +17.8% | -7.5% |
| 1Y | +53.7% | -34.6% | +88.4% | +61.4% |
| All | +171.7% | -3.6% | +175.3% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling