+5.3%
SWKS vs ADSK
-36.8%
+42.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +1.7% |
| 7D | +6.8% | -14.5% | +21.3% | +8.0% |
| 30D | +11.3% | -19.3% | +30.6% | +13.1% |
| 3M | +4.1% | -7.8% | +11.8% | +5.1% |
| 6M | +39.7% | -20.8% | +60.4% | +45.5% |
| YTD | +23.2% | -30.2% | +53.4% | +36.5% |
| 1Y | +5.3% | -36.5% | +41.7% | +26.1% |
| All | +5.3% | -36.8% | +42.0% | +26.1% |
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 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