+13.7%
SPGI vs ADSK
-20.1%
+33.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.4% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | +15.9% | +14.4% | +1.5% | +10.2% |
| 3M | +12.3% | +2.5% | +9.8% | +10.5% |
| 6M | +23.7% | +14.5% | +9.2% | +16.0% |
| YTD | -3.5% | -10.7% | +7.1% | -1.4% |
| 1Y | +0.4% | -11.0% | +11.4% | +2.7% |
| 3Y | +29.9% | +25.9% | +4.0% | +14.0% |
| All | +13.7% | -20.1% | +33.8% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling