-24.5%
ADSK vs XYL
-16.2%
-8.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -2.5% | +1.2% | -3.7% | -3.3% |
| 30D | -14.9% | -11.9% | -2.9% | -8.3% |
| 3M | +3.3% | -1.5% | +4.9% | +4.0% |
| 6M | -15.7% | -11.9% | -3.8% | -10.2% |
| YTD | -28.2% | -20.6% | -7.7% | -19.0% |
| 1Y | -34.5% | -23.5% | -11.0% | -24.4% |
| 3Y | -2.9% | +14.9% | -17.8% | -20.6% |
| All | -24.5% | -16.2% | -8.3% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling