+215.4%
ADSK vs XRT
+128.2%
+87.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.5% |
| 7D | -2.5% | -3.2% | +0.7% | -0.4% |
| 30D | -14.9% | -4.5% | -10.4% | -12.4% |
| 3M | +3.3% | -3.1% | +6.4% | +5.4% |
| 6M | -15.7% | +4.2% | -19.9% | -18.4% |
| YTD | -28.2% | -0.1% | -28.1% | -28.7% |
| 1Y | -34.5% | -3.0% | -31.5% | -33.8% |
| 3Y | -2.9% | +41.8% | -44.7% | -25.1% |
| 5Y | -25.3% | -1.3% | -24.1% | -28.4% |
| All | +215.4% | +128.2% | +87.2% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling