+215.4%
ADSK vs XME
+421.4%
-206.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -2.5% | -4.2% | +1.7% | -0.8% |
| 30D | -14.9% | -2.7% | -12.2% | -14.1% |
| 3M | +3.3% | -3.9% | +7.2% | +4.0% |
| 6M | -15.7% | -1.0% | -14.7% | -17.6% |
| YTD | -28.2% | +9.8% | -38.1% | -34.1% |
| 1Y | -34.5% | +32.5% | -67.1% | -45.8% |
| 3Y | -2.9% | +124.3% | -127.2% | -40.1% |
| 5Y | -25.3% | +165.8% | -191.1% | -58.8% |
| All | +215.4% | +421.4% | -206.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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