-34.6%
ADSK vs EXPD
+59.0%
-93.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -10.9% | +1.2% | -12.1% | -11.1% |
| 30D | -15.9% | +6.8% | -22.7% | -16.9% |
| 3M | -4.4% | +14.9% | -19.3% | -7.0% |
| 6M | -16.6% | +34.6% | -51.2% | -21.7% |
| YTD | -28.5% | +27.7% | -56.2% | -31.9% |
| 1Y | -34.6% | +57.7% | -92.3% | -39.6% |
| All | -34.6% | +59.0% | -93.7% | -39.6% |
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