-15.5%
ADSK vs EXPD
+28.8%
-44.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.9% | -9.2% | -8.4% |
| 7D | -16.4% | -1.1% | -15.3% | -16.3% |
| 30D | -9.2% | +4.1% | -13.3% | -9.6% |
| 3M | -6.7% | +17.9% | -24.6% | -9.0% |
| 6M | -15.5% | +29.2% | -44.7% | -19.1% |
| All | -15.5% | +28.8% | -44.3% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling