-18.9%
ADSK vs EXPD
+60.8%
-79.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +3.1% | -7.4% | +10.5% | +6.8% |
| 30D | +10.5% | -2.1% | +12.6% | +11.3% |
| 3M | +1.6% | +5.7% | -4.1% | -1.8% |
| 6M | +6.4% | +21.4% | -15.0% | -4.7% |
| YTD | -12.1% | +27.6% | -39.7% | -24.6% |
| 1Y | -12.9% | +36.1% | -49.0% | -28.2% |
| 3Y | +23.5% | +69.9% | -46.4% | -15.6% |
| 5Y | -18.9% | +59.7% | -78.5% | -47.8% |
| All | -18.9% | +60.8% | -79.7% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling