+318.0%
SPYM vs ADSK
+222.2%
+95.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | -2.5% | +1.7% | 0.0% |
| 30D | -1.1% | -14.9% | +13.8% | +3.7% |
| 3M | +3.9% | +3.3% | +0.6% | +1.6% |
| 6M | +13.6% | -15.7% | +29.3% | +17.8% |
| YTD | +12.7% | -28.2% | +41.0% | +22.7% |
| 1Y | +17.6% | -34.5% | +52.1% | +32.0% |
| 3Y | +77.2% | -2.9% | +80.1% | +70.5% |
| 5Y | +84.1% | -25.3% | +109.5% | +85.5% |
| All | +318.0% | +222.2% | +95.8% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling