+572.5%
SNPS vs ADSK
+222.2%
+350.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.9% | -2.5% | +3.4% | +2.2% |
| 30D | -3.6% | -14.9% | +11.2% | +5.0% |
| 3M | -12.9% | +3.3% | -16.2% | -15.5% |
| 6M | -8.2% | -15.7% | +7.4% | -1.4% |
| YTD | -15.4% | -28.2% | +12.8% | -1.2% |
| 1Y | -9.3% | -34.5% | +25.3% | +11.2% |
| 3Y | -14.0% | -2.9% | -11.1% | -15.5% |
| 5Y | +19.5% | -25.3% | +44.8% | +29.0% |
| All | +572.5% | +222.2% | +350.3% | +305.3% |
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