+209.1%
ADSK vs EXPD
+316.4%
-107.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.3% |
| 7D | -14.5% | +1.2% | -15.7% | -15.1% |
| 30D | -19.3% | +5.2% | -24.5% | -21.6% |
| 3M | -7.8% | +13.2% | -21.0% | -14.4% |
| 6M | -20.8% | +30.3% | -51.1% | -32.5% |
| YTD | -30.2% | +27.0% | -57.2% | -40.3% |
| 1Y | -36.5% | +57.3% | -93.8% | -52.6% |
| 3Y | -5.7% | +70.0% | -75.7% | -35.2% |
| 5Y | -28.2% | +61.6% | -89.8% | -50.1% |
| 10Y | +209.1% | +321.1% | -112.0% | +28.0% |
| All | +209.1% | +316.4% | -107.3% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling