-31.9%
ADSK vs EXPE
+40.7%
-72.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.6% | -7.7% |
| 7D | -16.4% | -9.5% | -6.9% | -13.7% |
| 30D | -9.2% | -6.6% | -2.6% | -7.5% |
| 3M | -6.7% | +31.4% | -38.1% | -14.6% |
| 6M | -15.5% | +35.2% | -50.7% | -23.1% |
| YTD | -26.4% | +5.8% | -32.2% | -29.9% |
| 1Y | -31.9% | +38.7% | -70.6% | -37.7% |
| All | -31.9% | +40.7% | -72.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling