-11.1%
ADSK vs QS
-46.4%
+35.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.6% | +0.2% |
| 7D | -2.5% | -3.6% | +1.1% | -2.3% |
| 30D | -14.9% | -17.2% | +2.4% | -13.6% |
| 3M | +3.3% | -27.0% | +30.3% | +5.3% |
| 6M | -15.7% | -24.6% | +8.9% | -14.7% |
| YTD | -28.2% | -49.3% | +21.1% | -25.3% |
| 1Y | -34.5% | -40.3% | +5.8% | -33.7% |
| 3Y | -2.9% | -23.8% | +20.9% | -9.7% |
| 5Y | -25.3% | -75.0% | +49.6% | -28.3% |
| All | -11.1% | -46.4% | +35.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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