-10.2%
ADSK vs EXPD
+53.8%
-64.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.2% | +10.3% | +7.6% |
| 7D | +11.4% | +0.3% | +11.2% | +11.2% |
| 30D | +21.9% | +1.8% | +20.1% | +21.2% |
| 3M | +13.9% | +8.9% | +4.9% | +11.7% |
| 6M | +9.1% | +42.2% | -33.1% | +0.5% |
| YTD | -8.8% | +33.4% | -42.1% | -14.8% |
| 1Y | -10.2% | +47.2% | -57.4% | -17.6% |
| All | -10.2% | +53.8% | -64.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling