-14.4%
SMR vs ADSK
-3.9%
-10.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.0% | -15.8% |
| 7D | -11.2% | -2.5% | -8.7% | -10.6% |
| 30D | -10.2% | -14.9% | +4.7% | -5.3% |
| 3M | -10.0% | +3.3% | -13.4% | -13.3% |
| 6M | -30.5% | -15.7% | -14.8% | -27.6% |
| YTD | -39.2% | -28.2% | -11.0% | -32.6% |
| 1Y | -75.5% | -34.5% | -41.0% | -71.6% |
| 3Y | +45.4% | -2.9% | +48.3% | +48.8% |
| All | -14.4% | -3.9% | -10.5% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling