-10.9%
ADSK vs XE
-47.4%
+36.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.2% | +10.6% | +1.9% |
| 7D | -10.9% | -11.4% | +0.5% | -11.4% |
| 30D | -15.9% | -23.0% | +7.1% | -17.0% |
| 3M | -4.4% | -12.1% | +7.7% | -3.7% |
| All | -10.9% | -47.4% | +36.5% | -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 all: 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…
all analysis · Full analysis span regression · Available span rolling