+42.3%
SWKS vs ADSK
+203.1%
-160.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.9% |
| 7D | +6.8% | -14.5% | +21.3% | +15.4% |
| 30D | +11.3% | -19.3% | +30.6% | +23.4% |
| 3M | +4.1% | -7.8% | +11.8% | +5.7% |
| 6M | +39.7% | -20.8% | +60.4% | +52.4% |
| YTD | +23.2% | -30.2% | +53.4% | +42.8% |
| 1Y | +5.3% | -36.5% | +41.7% | +29.0% |
| 3Y | -15.1% | -5.7% | -9.4% | -18.6% |
| 5Y | -50.3% | -28.2% | -22.1% | -47.2% |
| 10Y | +42.3% | +209.1% | -166.8% | -31.0% |
| All | +42.3% | +203.1% | -160.7% | -31.0% |
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 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