+329.8%
SLV vs ADSK
+405.0%
-75.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.5% |
| 7D | +2.5% | -14.3% | +16.8% | +4.1% |
| 30D | +3.3% | -14.8% | +18.1% | +4.9% |
| 3M | -3.6% | -5.7% | +2.1% | -3.3% |
| 6M | -21.8% | -18.7% | -3.1% | -20.5% |
| YTD | -7.8% | -28.3% | +20.5% | -5.1% |
| 1Y | +58.3% | -35.1% | +93.3% | +64.6% |
| 3Y | +182.6% | -3.2% | +185.8% | +179.3% |
| 5Y | +167.8% | -26.7% | +194.5% | +168.2% |
| 10Y | +218.9% | +208.4% | +10.5% | +168.8% |
| All | +329.8% | +405.0% | -75.2% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling