-51.2%
SWKS vs ADSK
-25.9%
-25.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +3.1% |
| 7D | +11.8% | -14.3% | +26.1% | +19.8% |
| 30D | +6.7% | -14.8% | +21.5% | +14.2% |
| 3M | 0.0% | -5.7% | +5.7% | +0.5% |
| 6M | +38.7% | -18.7% | +57.4% | +49.2% |
| YTD | +21.4% | -28.3% | +49.7% | +38.7% |
| 1Y | +2.9% | -35.1% | +38.0% | +24.7% |
| 3Y | -16.4% | -3.2% | -13.2% | -21.3% |
| 5Y | -51.2% | -26.7% | -24.4% | -53.6% |
| All | -51.2% | -25.9% | -25.2% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling