-34.5%
ADSK vs QID
-34.8%
+0.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.3% |
| 7D | -2.5% | +1.3% | -3.8% | -2.4% |
| 30D | -14.9% | +2.9% | -17.8% | -14.7% |
| 3M | +3.3% | -0.7% | +4.0% | +3.7% |
| 6M | -15.7% | -29.7% | +14.0% | -23.4% |
| YTD | -28.2% | -27.9% | -0.4% | -33.6% |
| 1Y | -34.5% | -34.6% | 0.0% | -41.9% |
| All | -34.5% | -34.8% | +0.2% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling