+81.3%
SNOW vs ADSK
-20.8%
+102.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.7% |
| 7D | +8.4% | -14.5% | +22.9% | +21.1% |
| 30D | -1.0% | -19.3% | +18.3% | +15.3% |
| 3M | +38.3% | -7.8% | +46.1% | +43.8% |
| 6M | +81.3% | -20.8% | +102.1% | +118.9% |
| All | +81.3% | -20.8% | +102.1% | +118.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling