-10.5%
ADSK vs XE
-50.4%
+39.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.1% | 0.0% |
| 7D | -2.5% | -15.7% | +13.2% | -3.3% |
| 30D | -14.9% | -26.6% | +11.8% | -16.2% |
| 3M | +3.3% | -20.3% | +23.6% | +3.2% |
| All | -10.5% | -50.4% | +39.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling