+1,728.6%
QLD vs ADSK
+203.1%
+1,525.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +1.5% |
| 7D | +1.9% | -14.5% | +16.4% | +14.9% |
| 30D | -1.8% | -19.3% | +17.5% | +15.3% |
| 3M | -0.1% | -7.8% | +7.7% | +1.1% |
| 6M | +32.6% | -20.8% | +53.3% | +49.0% |
| YTD | +27.9% | -30.2% | +58.1% | +58.2% |
| 1Y | +40.3% | -36.5% | +76.7% | +88.3% |
| 3Y | +182.5% | -5.7% | +188.2% | +164.5% |
| 5Y | +122.5% | -28.2% | +150.7% | +162.2% |
| 10Y | +1,728.6% | +209.1% | +1,519.4% | +771.3% |
| All | +1,728.6% | +203.1% | +1,525.5% | +771.3% |
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