-3.2%
ADSK vs EXPD
+66.3%
-69.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | -14.3% | -0.9% | -13.4% | -14.1% |
| 30D | -14.8% | +4.1% | -18.9% | -15.8% |
| 3M | -5.7% | +13.8% | -19.5% | -9.4% |
| 6M | -18.7% | +27.3% | -46.0% | -24.6% |
| YTD | -28.3% | +25.4% | -53.7% | -33.6% |
| 1Y | -35.1% | +54.4% | -89.4% | -44.1% |
| 3Y | -3.2% | +67.9% | -71.1% | -23.2% |
| All | -3.2% | +66.3% | -69.5% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling