-25.6%
ADSK vs EXPE
+90.4%
-116.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | -10.9% | -8.7% | -2.2% | -8.2% |
| 30D | -15.9% | -13.6% | -2.3% | -11.9% |
| 3M | -4.4% | +26.6% | -31.0% | -12.0% |
| 6M | -16.6% | +19.9% | -36.6% | -22.0% |
| YTD | -28.5% | -1.7% | -26.8% | -29.4% |
| 1Y | -34.6% | +29.4% | -64.1% | -41.7% |
| 3Y | -3.5% | +155.7% | -159.1% | -36.9% |
| 5Y | -25.6% | +93.1% | -118.7% | -48.4% |
| All | -25.6% | +90.4% | -116.0% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling