+72.5%
SMR vs ADSK
-3.6%
+76.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -6.7% |
| 7D | +4.7% | -10.9% | +15.6% | +10.4% |
| 30D | +3.2% | -15.9% | +19.1% | +11.9% |
| 3M | +9.9% | -4.4% | +14.3% | +8.3% |
| 6M | -15.1% | -16.6% | +1.5% | -9.3% |
| YTD | -27.9% | -28.5% | +0.6% | -14.2% |
| 1Y | -70.2% | -34.6% | -35.6% | -61.7% |
| All | +72.5% | -3.6% | +76.1% | +57.6% |
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