-34.6%
SNPS vs ADSK
-31.6%
-3.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.3% | +2.9% | -1.9% |
| 7D | -11.0% | -16.4% | +5.4% | -4.0% |
| 30D | -1.7% | -9.2% | +7.5% | +2.9% |
| 3M | -20.4% | -6.7% | -13.6% | -16.9% |
| 6M | -8.6% | -15.5% | +6.9% | -0.7% |
| YTD | -16.2% | -26.4% | +10.2% | -0.6% |
| 1Y | -34.6% | -31.9% | -2.7% | -17.0% |
| All | -34.6% | -31.6% | -3.0% | -17.0% |
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