+29.6%
SNOW vs ADSK
-10.2%
+39.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -2.4% | -2.5% | +0.1% | -0.4% |
| 30D | -1.0% | -14.9% | +13.9% | +12.9% |
| 3M | +36.9% | +3.3% | +33.5% | +28.9% |
| 6M | +83.4% | -15.7% | +99.0% | +109.0% |
| YTD | +50.0% | -28.2% | +78.2% | +97.5% |
| 1Y | +46.5% | -34.5% | +81.1% | +109.3% |
| 3Y | +93.3% | -2.9% | +96.2% | +87.5% |
| 5Y | +3.3% | -25.3% | +28.6% | +16.3% |
| All | +29.6% | -10.2% | +39.7% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling