+215.4%
ADSK vs QID
-99.2%
+314.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | -0.6% |
| 7D | -2.5% | +1.3% | -3.8% | -1.9% |
| 30D | -14.9% | +2.9% | -17.8% | -13.4% |
| 3M | +3.3% | -0.7% | +4.0% | +2.9% |
| 6M | -15.7% | -29.7% | +14.0% | -30.4% |
| YTD | -28.2% | -27.9% | -0.4% | -39.4% |
| 1Y | -34.5% | -34.6% | 0.0% | -47.2% |
| 3Y | -2.9% | -73.5% | +70.6% | -47.8% |
| 5Y | -25.3% | -81.0% | +55.7% | -57.1% |
| All | +215.4% | -99.2% | +314.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling