-31.5%
ADSK vs EXE
+187.5%
-219.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.4% |
| 7D | -14.5% | -2.7% | -11.8% | -14.1% |
| 30D | -19.3% | -0.4% | -18.9% | -19.2% |
| 3M | -7.8% | +9.5% | -17.3% | -9.3% |
| 6M | -20.8% | -9.3% | -11.4% | -19.7% |
| YTD | -30.2% | -10.9% | -19.3% | -29.2% |
| 1Y | -36.5% | +4.3% | -40.8% | -37.6% |
| 3Y | -5.7% | +18.8% | -24.5% | -10.1% |
| 5Y | -28.2% | +101.4% | -129.6% | -34.8% |
| All | -31.5% | +187.5% | -219.0% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling