-23.8%
SPOT vs ADSK
-34.7%
+10.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.1% | -2.5% | -0.6% | -2.2% |
| 30D | +7.4% | -14.9% | +22.3% | +13.1% |
| 3M | +8.2% | +3.3% | +4.9% | +4.8% |
| 6M | +2.2% | -15.7% | +17.9% | +6.3% |
| YTD | -9.5% | -28.2% | +18.8% | -5.1% |
| 1Y | -23.8% | -34.5% | +10.7% | -18.0% |
| All | -23.8% | -34.7% | +10.9% | -18.0% |
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 · 6 months rolling