+1,502.1%
QLD vs ADSK
+255.5%
+1,246.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -4.0% |
| 7D | +7.0% | +1.0% | +6.0% | +6.1% |
| 30D | -14.3% | +14.4% | -28.7% | -24.2% |
| 3M | -16.0% | +2.5% | -18.5% | -20.5% |
| 6M | -14.2% | +14.5% | -28.7% | -29.3% |
| YTD | +12.8% | -10.7% | +23.4% | +11.7% |
| 1Y | +14.1% | -11.0% | +25.1% | +13.4% |
| 3Y | +146.0% | +25.9% | +120.1% | +77.1% |
| 5Y | +82.0% | -19.7% | +101.7% | +92.7% |
| All | +1,502.1% | +255.5% | +1,246.6% | +580.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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