+497.9%
ADSK vs EXPE
+776.5%
-278.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.9% | +5.3% | +0.1% |
| 7D | -14.3% | -9.8% | -4.6% | -11.3% |
| 30D | -14.8% | -11.5% | -3.3% | -11.5% |
| 3M | -5.7% | +21.7% | -27.4% | -12.2% |
| 6M | -18.7% | +10.4% | -29.1% | -22.0% |
| YTD | -28.3% | -2.5% | -25.8% | -29.0% |
| 1Y | -35.1% | +27.3% | -62.4% | -41.9% |
| 3Y | -3.2% | +153.5% | -156.7% | -35.3% |
| 5Y | -26.7% | +91.1% | -117.8% | -48.3% |
| 10Y | +208.4% | +153.1% | +55.3% | +76.9% |
| All | +497.9% | +776.5% | -278.5% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling