+491.5%
ADSK vs XME
+244.0%
+247.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -14.5% | -0.2% | -14.3% | -14.5% |
| 30D | -19.3% | +1.4% | -20.7% | -20.0% |
| 3M | -7.8% | +2.7% | -10.5% | -10.3% |
| 6M | -20.8% | +6.5% | -27.3% | -25.2% |
| YTD | -30.2% | +15.2% | -45.4% | -37.2% |
| 1Y | -36.5% | +43.5% | -80.0% | -49.0% |
| 3Y | -5.7% | +135.9% | -141.6% | -41.7% |
| 5Y | -28.2% | +181.5% | -209.6% | -60.1% |
| 10Y | +209.1% | +436.9% | -227.7% | +17.9% |
| All | +491.5% | +244.0% | +247.6% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling