+566.7%
ADSK vs XYL
+459.9%
+106.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -2.0% |
| 7D | -14.5% | +0.8% | -15.4% | -14.9% |
| 30D | -19.3% | -10.8% | -8.5% | -13.8% |
| 3M | -7.8% | -2.5% | -5.2% | -6.8% |
| 6M | -20.8% | -12.2% | -8.6% | -15.6% |
| YTD | -30.2% | -20.1% | -10.1% | -21.8% |
| 1Y | -36.5% | -20.6% | -15.8% | -28.7% |
| 3Y | -5.7% | +17.3% | -23.1% | -19.1% |
| 5Y | -28.2% | -14.5% | -13.7% | -26.3% |
| 10Y | +209.1% | +150.2% | +58.9% | +67.0% |
| All | +566.7% | +459.9% | +106.8% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling