+5,670.2%
ADSK vs EXPD
+31,985.6%
-26,315.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | +3.6% | -7.2% | -4.7% |
| 30D | +12.6% | +0.3% | +12.3% | +12.3% |
| 3M | +4.0% | +6.1% | -2.1% | +1.8% |
| 6M | +10.5% | +27.4% | -16.9% | +1.6% |
| YTD | -12.3% | +32.0% | -44.3% | -21.0% |
| 1Y | -14.0% | +40.5% | -54.5% | -24.1% |
| 3Y | +23.2% | +75.7% | -52.5% | -0.3% |
| 5Y | -21.2% | +61.7% | -82.9% | -34.3% |
| 10Y | +251.6% | +336.8% | -85.2% | +116.4% |
| All | +5,670.2% | +31,985.6% | -26,315.4% | +1,950.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling