+590.6%
ADSK vs QID
-100.0%
+690.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +3.7% |
| 7D | -10.9% | +2.7% | -13.7% | -9.5% |
| 30D | -15.9% | +3.3% | -19.2% | -14.1% |
| 3M | -4.4% | -5.5% | +1.2% | -7.8% |
| 6M | -16.6% | -28.4% | +11.8% | -31.1% |
| YTD | -28.5% | -26.6% | -2.0% | -39.5% |
| 1Y | -34.6% | -34.1% | -0.5% | -47.7% |
| 3Y | -3.5% | -73.7% | +70.2% | -49.4% |
| 5Y | -25.6% | -80.7% | +55.1% | -57.7% |
| 10Y | +216.6% | -99.1% | +315.7% | -57.3% |
| All | +590.6% | -100.0% | +690.6% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling