+1,310.3%
ADSK vs EXR
+3,095.3%
-1,785.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -3.7% | -1.1% | -2.6% | -3.3% |
| 30D | +11.3% | +18.8% | -7.4% | +3.8% |
| 3M | +3.3% | +9.9% | -6.6% | -0.5% |
| 6M | +10.1% | +12.6% | -2.5% | +4.9% |
| YTD | -12.2% | +26.5% | -38.7% | -20.9% |
| 1Y | -13.9% | +24.5% | -38.4% | -22.0% |
| 3Y | +23.5% | +52.4% | -28.9% | +0.1% |
| 5Y | -20.0% | -1.5% | -18.5% | -23.2% |
| 10Y | +252.3% | +216.0% | +36.3% | +95.4% |
| All | +1,310.3% | +3,095.3% | -1,785.0% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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