+9.5%
SNOW vs ADSK
-10.6%
+20.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.0% | -8.5% | -5.7% |
| 7D | -14.5% | +11.4% | -25.9% | -20.6% |
| 30D | -14.3% | +21.9% | -36.2% | -25.5% |
| 3M | -8.3% | +13.9% | -22.1% | -17.3% |
| 6M | +101.5% | +9.1% | +92.4% | +90.4% |
| YTD | +32.5% | -8.8% | +41.2% | +44.4% |
| 1Y | +9.5% | -10.2% | +19.7% | +21.1% |
| All | +9.5% | -10.6% | +20.1% | +21.1% |
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