+215.4%
ADSK vs EXPE
+169.0%
+46.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | -0.1% |
| 7D | -2.5% | -5.8% | +3.3% | -0.6% |
| 30D | -14.9% | -13.6% | -1.3% | -10.8% |
| 3M | +3.3% | +25.2% | -21.9% | -4.5% |
| 6M | -15.7% | +22.3% | -38.0% | -21.7% |
| YTD | -28.2% | -0.3% | -27.9% | -29.5% |
| 1Y | -34.5% | +27.8% | -62.4% | -41.4% |
| 3Y | -2.9% | +162.4% | -165.3% | -36.2% |
| 5Y | -25.3% | +95.8% | -121.2% | -48.2% |
| All | +215.4% | +169.0% | +46.4% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling