+819.0%
SPYM vs ADSK
+351.0%
+468.0%
-54.5%
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% | +0.3% |
| 7D | -0.4% | -14.5% | +14.2% | +4.1% |
| 30D | -1.4% | -19.3% | +17.9% | +4.5% |
| 3M | +3.7% | -7.8% | +11.5% | +5.0% |
| 6M | +13.0% | -20.8% | +33.8% | +18.9% |
| YTD | +12.5% | -30.2% | +42.7% | +22.2% |
| 1Y | +18.6% | -36.5% | +55.1% | +32.4% |
| 3Y | +78.0% | -5.7% | +83.8% | +74.3% |
| 5Y | +82.3% | -28.2% | +110.5% | +86.8% |
| 10Y | +322.9% | +209.1% | +113.7% | +177.6% |
| All | +819.0% | +351.0% | +468.0% | +327.6% |
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 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