-2.9%
ADSK vs QID
-73.7%
+70.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | -0.2% |
| 7D | -2.5% | +1.3% | -3.8% | -2.1% |
| 30D | -14.9% | +2.9% | -17.8% | -14.0% |
| 3M | +3.3% | -0.7% | +4.0% | +3.4% |
| 6M | -15.7% | -29.7% | +14.0% | -26.1% |
| YTD | -28.2% | -27.9% | -0.4% | -36.0% |
| 1Y | -34.5% | -34.6% | 0.0% | -43.5% |
| 3Y | -2.9% | -73.5% | +70.6% | -39.4% |
| All | -2.9% | -73.7% | +70.8% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling