+3,061.7%
SPY vs ADSK
+3,738.3%
-676.6%
-55.2%
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% | +0.1% |
| 7D | -0.4% | -14.5% | +14.2% | +3.1% |
| 30D | -1.4% | -19.3% | +17.9% | +3.2% |
| 3M | +3.7% | -7.8% | +11.5% | +4.8% |
| 6M | +13.0% | -20.8% | +33.8% | +17.6% |
| YTD | +12.4% | -30.2% | +42.6% | +19.9% |
| 1Y | +18.5% | -36.5% | +55.0% | +29.1% |
| 3Y | +77.6% | -5.7% | +83.4% | +75.3% |
| 5Y | +81.7% | -28.2% | +109.9% | +86.3% |
| 10Y | +319.7% | +209.1% | +110.5% | +206.8% |
| All | +3,061.7% | +3,738.3% | -676.6% | +1,226.1% |
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