-73.1%
SMR vs ADSK
-31.6%
-41.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.7% | +0.4% |
| 7D | +4.4% | -16.4% | +20.8% | +6.6% |
| 30D | +3.4% | -9.2% | +12.6% | +4.7% |
| 3M | -19.2% | -6.7% | -12.4% | -17.4% |
| 6M | -22.6% | -15.5% | -7.1% | -18.7% |
| YTD | -31.5% | -26.4% | -5.2% | -24.0% |
| 1Y | -73.1% | -31.9% | -41.2% | -66.5% |
| All | -73.1% | -31.6% | -41.5% | -66.5% |
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 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