+1,051.0%
ADSK vs EXR
+2,660.5%
-1,609.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -14.3% | -0.7% | -13.6% | -14.1% |
| 30D | -14.8% | -6.9% | -7.9% | -12.2% |
| 3M | -5.7% | -3.0% | -2.7% | -4.4% |
| 6M | -18.7% | -2.9% | -15.7% | -18.0% |
| YTD | -28.3% | +9.3% | -37.6% | -31.5% |
| 1Y | -35.1% | -0.9% | -34.1% | -35.6% |
| 3Y | -3.2% | +24.7% | -27.9% | -15.1% |
| 5Y | -26.7% | -11.7% | -15.0% | -26.5% |
| 10Y | +208.4% | +148.4% | +60.0% | +88.6% |
| All | +1,051.0% | +2,660.5% | -1,609.4% | +150.9% |
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