-2.9%
ADSK vs XYL
+15.7%
-18.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | -14.9% | -11.9% | -2.9% | -10.8% |
| 3M | +3.3% | -1.5% | +4.9% | +4.0% |
| 6M | -15.7% | -11.9% | -3.8% | -12.0% |
| YTD | -28.2% | -20.6% | -7.7% | -22.1% |
| 1Y | -34.5% | -23.5% | -11.0% | -27.9% |
| 3Y | -2.9% | +14.9% | -17.8% | -16.2% |
| All | -2.9% | +15.7% | -18.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling