-29.6%
ADSK vs EXE
+182.2%
-211.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -2.5% | -3.1% | +0.6% | -2.0% |
| 30D | -14.9% | -0.9% | -14.0% | -14.7% |
| 3M | +3.3% | +9.6% | -6.2% | +1.6% |
| 6M | -15.7% | -11.6% | -4.1% | -14.1% |
| YTD | -28.2% | -12.6% | -15.7% | -27.0% |
| 1Y | -34.5% | +1.2% | -35.7% | -35.3% |
| 3Y | -2.9% | +18.0% | -20.9% | -7.3% |
| 5Y | -25.3% | +101.1% | -126.4% | -32.1% |
| All | -29.6% | +182.2% | -211.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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