+2,179.9%
ADSK vs EXEL
+268.9%
+1,911.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -2.8% |
| 7D | -14.5% | -0.3% | -14.2% | -14.5% |
| 30D | -19.3% | +10.1% | -29.5% | -20.7% |
| 3M | -7.8% | +10.1% | -17.9% | -9.5% |
| 6M | -20.8% | +37.7% | -58.4% | -25.6% |
| YTD | -30.2% | +33.1% | -63.3% | -34.1% |
| 1Y | -36.5% | +52.4% | -88.8% | -41.7% |
| 3Y | -5.7% | +163.8% | -169.6% | -23.3% |
| 5Y | -28.2% | +198.5% | -226.7% | -43.2% |
| 10Y | +209.1% | +386.9% | -177.8% | +108.4% |
| All | +2,179.9% | +268.9% | +1,911.0% | +840.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling