-31.9%
ADSK vs XLRE
+9.1%
-41.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.5% | -8.0% |
| 7D | -16.4% | -1.2% | -15.2% | -16.0% |
| 30D | -9.2% | -2.8% | -6.4% | -8.2% |
| 3M | -6.7% | -0.2% | -6.5% | -6.3% |
| 6M | -15.5% | +1.9% | -17.5% | -16.2% |
| YTD | -26.4% | +10.6% | -37.0% | -29.8% |
| 1Y | -31.9% | +8.8% | -40.7% | -34.5% |
| All | -31.9% | +9.1% | -41.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling