+4,437.1%
SNDK vs ADSK
-28.6%
+4,465.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.4% |
| 7D | -6.1% | -2.5% | -3.6% | -6.8% |
| 30D | +21.5% | -14.9% | +36.4% | +16.8% |
| 3M | -13.2% | +3.3% | -16.5% | -13.0% |
| 6M | +149.2% | -15.7% | +164.9% | +160.3% |
| YTD | +588.1% | -28.2% | +616.3% | +696.3% |
| 1Y | +1,837.5% | -34.5% | +1,872.1% | +2,293.7% |
| All | +4,437.1% | -28.6% | +4,465.7% | +4,206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling