+282.9%
SMH vs ADSK
-3.2%
+286.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +0.3% | -2.5% | +2.8% | +0.9% |
| 30D | -2.8% | -14.9% | +12.1% | +1.3% |
| 3M | -6.7% | +3.3% | -10.0% | -9.9% |
| 6M | +41.8% | -15.7% | +57.4% | +47.5% |
| YTD | +57.9% | -28.2% | +86.1% | +79.6% |
| 1Y | +87.6% | -34.5% | +122.2% | +126.1% |
| 3Y | +282.9% | -2.9% | +285.8% | +249.2% |
| All | +282.9% | -3.2% | +286.2% | +249.2% |
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