+1,520.2%
QLD vs ADSK
+255.2%
+1,265.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.7% |
| 7D | -1.2% | -3.7% | +2.5% | +1.8% |
| 30D | -15.7% | +11.3% | -27.0% | -23.7% |
| 3M | -10.0% | +3.3% | -13.4% | -15.4% |
| 6M | -11.2% | +10.1% | -21.4% | -24.5% |
| YTD | +16.4% | -12.2% | +28.5% | +16.9% |
| 1Y | +12.7% | -13.9% | +26.5% | +15.2% |
| 3Y | +152.3% | +23.5% | +128.8% | +84.6% |
| 5Y | +91.8% | -20.0% | +111.8% | +103.7% |
| 10Y | +1,520.2% | +252.3% | +1,268.0% | +598.0% |
| All | +1,520.2% | +255.2% | +1,265.0% | +598.0% |
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