-40.5%
SWKS vs ADSK
-19.9%
-20.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -2.7% | +2.1% | -4.9% | -3.9% |
| 30D | +8.5% | +11.9% | -3.4% | +2.5% |
| 3M | +17.3% | +5.7% | +11.6% | +12.1% |
| 6M | +25.1% | +7.7% | +17.4% | +16.5% |
| YTD | +33.3% | -11.0% | +44.4% | +36.2% |
| 1Y | +22.9% | -11.4% | +34.3% | +25.9% |
| 3Y | +5.5% | +28.7% | -23.1% | -14.7% |
| All | -40.5% | -19.9% | -20.6% | -47.7% |
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