-2.9%
ADSK vs QSR
+25.8%
-28.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.5% | -4.0% | +1.5% | -1.1% |
| 30D | -14.9% | +2.8% | -17.6% | -15.9% |
| 3M | +3.3% | +5.1% | -1.8% | +1.3% |
| 6M | -15.7% | +8.8% | -24.5% | -18.6% |
| YTD | -28.2% | +14.8% | -43.1% | -32.1% |
| 1Y | -34.5% | +25.7% | -60.3% | -40.2% |
| 3Y | -2.9% | +27.5% | -30.4% | -12.3% |
| All | -2.9% | +25.8% | -28.7% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling