-31.9%
ADSK vs XRT
+3.4%
-35.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.0% | -9.3% | -8.7% |
| 7D | -16.4% | +0.8% | -17.2% | -16.7% |
| 30D | -9.2% | -4.2% | -5.0% | -7.4% |
| 3M | -6.7% | +5.1% | -11.8% | -8.7% |
| 6M | -15.5% | +2.4% | -17.9% | -16.3% |
| YTD | -26.4% | +3.2% | -29.6% | -27.4% |
| 1Y | -31.9% | +1.5% | -33.4% | -32.3% |
| All | -31.9% | +3.4% | -35.3% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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