-63.2%
SPCH vs ADSK
+35.1%
-98.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.0% | -14.6% | -7.4% |
| 7D | -13.4% | +11.4% | -24.8% | -13.5% |
| 30D | -39.6% | +21.9% | -61.5% | -41.3% |
| 3M | -1.4% | +13.9% | -15.3% | -5.2% |
| All | -63.2% | +35.1% | -98.3% | -70.0% |
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 · Available span rolling