+13,399.1%
SPGI vs ADSK
+4,770.3%
+8,628.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.7% |
| 7D | -2.5% | -14.3% | +11.8% | +0.7% |
| 30D | +5.4% | -14.8% | +20.2% | +8.8% |
| 3M | +9.0% | -5.7% | +14.7% | +10.0% |
| 6M | +0.8% | -18.7% | +19.5% | +4.7% |
| YTD | -12.6% | -28.3% | +15.7% | -6.8% |
| 1Y | -16.1% | -35.1% | +18.9% | -8.8% |
| 3Y | +19.0% | -3.2% | +22.2% | +18.0% |
| 5Y | +5.1% | -26.7% | +31.8% | +8.3% |
| 10Y | +295.5% | +208.4% | +87.1% | +208.2% |
| All | +13,399.1% | +4,770.3% | +8,628.9% | +6,823.1% |
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