+4,878.2%
SNPS vs ADSK
+7,182.3%
-2,304.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.4% |
| 7D | -5.5% | -14.3% | +8.8% | -0.6% |
| 30D | -5.8% | -14.8% | +9.0% | -0.7% |
| 3M | -17.2% | -5.7% | -11.5% | -16.2% |
| 6M | -10.4% | -18.7% | +8.3% | -5.0% |
| YTD | -16.5% | -28.3% | +11.8% | -8.0% |
| 1Y | -35.6% | -35.1% | -0.6% | -26.7% |
| 3Y | -14.6% | -3.2% | -11.4% | -14.5% |
| 5Y | +16.5% | -26.7% | +43.2% | +25.7% |
| 10Y | +556.6% | +208.4% | +348.2% | +360.1% |
| All | +4,878.2% | +7,182.3% | -2,304.2% | +1,023.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling