+215.4%
ADSK vs QSR
+135.2%
+80.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -2.5% | -4.0% | +1.5% | -0.6% |
| 30D | -14.9% | +2.8% | -17.6% | -16.1% |
| 3M | +3.3% | +5.1% | -1.8% | +0.7% |
| 6M | -15.7% | +8.8% | -24.5% | -19.5% |
| YTD | -28.2% | +14.8% | -43.1% | -33.4% |
| 1Y | -34.5% | +25.7% | -60.3% | -42.1% |
| 3Y | -2.9% | +27.5% | -30.4% | -16.5% |
| 5Y | -25.3% | +41.3% | -66.6% | -39.6% |
| All | +215.4% | +135.2% | +80.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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