-35.6%
SMCI vs ADSK
-10.6%
-24.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.3% | -8.2% | -8.6% |
| 7D | -21.3% | +11.3% | -32.7% | -19.4% |
| 30D | -37.7% | +16.4% | -54.1% | -35.6% |
| 3M | -10.7% | +12.1% | -22.8% | -7.2% |
| 6M | -2.7% | +7.9% | -10.6% | +6.7% |
| YTD | -7.5% | -9.1% | +1.6% | +8.2% |
| 1Y | -35.6% | -10.6% | -25.0% | -23.4% |
| All | -35.6% | -10.6% | -24.9% | -23.4% |
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