+52.0%
SNOW vs ADSK
-31.6%
+83.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.3% | +2.8% | +1.0% |
| 7D | +2.8% | -16.4% | +19.2% | +17.9% |
| 30D | +6.4% | -9.2% | +15.6% | +13.6% |
| 3M | +38.1% | -6.7% | +44.8% | +43.4% |
| 6M | +100.4% | -15.5% | +115.9% | +129.2% |
| YTD | +53.7% | -26.4% | +80.1% | +96.9% |
| 1Y | +52.0% | -31.9% | +83.8% | +110.7% |
| All | +52.0% | -31.6% | +83.6% | +110.7% |
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