-24.8%
ADSK vs EXEL
+187.2%
-211.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.7% |
| 7D | -10.9% | -2.9% | -8.0% | -10.4% |
| 30D | -15.9% | +11.9% | -27.8% | -17.8% |
| 3M | -4.4% | +9.2% | -13.6% | -6.2% |
| 6M | -16.6% | +39.1% | -55.7% | -22.6% |
| YTD | -28.5% | +31.0% | -59.5% | -32.9% |
| 1Y | -34.6% | +52.3% | -87.0% | -41.0% |
| 3Y | -3.5% | +159.7% | -163.2% | -29.6% |
| All | -24.8% | +187.2% | -211.9% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling