-20.8%
ADSK vs XME
+10.9%
-31.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.7% |
| 7D | -14.5% | -0.2% | -14.3% | -14.5% |
| 30D | -19.3% | +1.4% | -20.7% | -19.0% |
| 3M | -7.8% | +2.7% | -10.5% | -5.5% |
| 6M | -20.8% | +6.5% | -27.3% | -17.9% |
| All | -20.8% | +10.9% | -31.7% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling