-3.3%
ADSK vs EXEL
+160.7%
-163.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.5% |
| 7D | -10.9% | -2.9% | -8.0% | -10.8% |
| 30D | -15.9% | +11.9% | -27.8% | -16.5% |
| 3M | -4.4% | +9.2% | -13.6% | -5.0% |
| 6M | -16.6% | +39.1% | -55.7% | -18.8% |
| YTD | -28.5% | +31.0% | -59.5% | -30.0% |
| 1Y | -34.6% | +52.3% | -87.0% | -36.9% |
| All | -3.3% | +160.7% | -163.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling