+1,334.2%
ADSK vs EXR
+3,081.1%
-1,746.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | -0.4% | +1.5% | +1.2% |
| 30D | +14.4% | +18.2% | -3.8% | +6.9% |
| 3M | +2.5% | +7.3% | -4.8% | -0.3% |
| 6M | +14.5% | +13.8% | +0.6% | +8.5% |
| YTD | -10.7% | +25.9% | -36.6% | -19.4% |
| 1Y | -11.0% | +25.8% | -36.8% | -19.8% |
| 3Y | +25.9% | +53.7% | -27.9% | +1.7% |
| 5Y | -19.7% | -1.8% | -18.0% | -22.8% |
| 10Y | +258.2% | +214.5% | +43.7% | +99.1% |
| All | +1,334.2% | +3,081.1% | -1,746.9% | +195.2% |
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