+4,494.7%
ADSK vs EXPD
+30,778.7%
-26,284.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | -14.5% | +1.2% | -15.7% | -14.9% |
| 30D | -19.3% | +5.2% | -24.5% | -20.7% |
| 3M | -7.8% | +13.2% | -21.0% | -11.7% |
| 6M | -20.8% | +30.3% | -51.1% | -27.8% |
| YTD | -30.2% | +27.0% | -57.2% | -36.1% |
| 1Y | -36.5% | +57.3% | -93.8% | -46.0% |
| 3Y | -5.7% | +70.0% | -75.7% | -22.8% |
| 5Y | -28.2% | +61.6% | -89.8% | -40.0% |
| 10Y | +209.1% | +321.1% | -112.0% | +93.0% |
| All | +4,494.7% | +30,778.7% | -26,284.0% | +1,557.3% |
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