+87.6%
SMH vs ADSK
-34.7%
+122.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +0.3% | -2.5% | +2.8% | -0.1% |
| 30D | -2.8% | -14.9% | +12.1% | -4.9% |
| 3M | -6.7% | +3.3% | -10.0% | -5.3% |
| 6M | +41.8% | -15.7% | +57.4% | +45.5% |
| YTD | +57.9% | -28.2% | +86.1% | +74.7% |
| 1Y | +87.6% | -34.5% | +122.2% | +119.7% |
| All | +87.6% | -34.7% | +122.3% | +119.7% |
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