+8,958.9%
SWKS vs ADSK
+5,869.6%
+3,089.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -3.1% | +3.1% | -6.2% | -4.5% |
| 30D | +8.3% | +10.5% | -2.2% | +3.8% |
| 3M | +20.2% | +1.6% | +18.7% | +17.4% |
| 6M | +24.9% | +6.4% | +18.5% | +18.0% |
| YTD | +33.2% | -12.1% | +45.3% | +33.8% |
| 1Y | +23.6% | -12.9% | +36.5% | +24.7% |
| 3Y | +1.3% | +23.5% | -22.3% | -11.0% |
| 5Y | -40.6% | -18.9% | -21.7% | -39.9% |
| 10Y | +35.3% | +253.9% | -218.7% | -21.0% |
| All | +8,958.9% | +5,869.6% | +3,089.3% | +2,272.7% |
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 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