+44.6%
SMCI vs ADSK
-3.2%
+47.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.1% |
| 7D | +1.3% | -2.5% | +3.8% | +2.3% |
| 30D | +6.6% | -14.9% | +21.5% | +13.3% |
| 3M | +25.4% | +3.3% | +22.1% | +18.5% |
| 6M | +26.1% | -15.7% | +41.8% | +32.7% |
| YTD | +37.0% | -28.2% | +65.2% | +62.5% |
| 1Y | -8.8% | -34.5% | +25.8% | +16.5% |
| 3Y | +44.6% | -2.9% | +47.5% | +23.5% |
| All | +44.6% | -3.2% | +47.8% | +23.5% |
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