+14.1%
QLD vs ADSK
-12.0%
+26.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | +7.0% | +1.0% | +6.0% | +7.0% |
| 30D | -14.3% | +14.4% | -28.7% | -14.5% |
| 3M | -16.0% | +2.5% | -18.5% | -15.8% |
| 6M | -14.2% | +14.5% | -28.7% | -13.0% |
| YTD | +12.8% | -10.7% | +23.4% | +28.6% |
| 1Y | +14.1% | -11.0% | +25.1% | +30.3% |
| All | +14.1% | -12.0% | +26.1% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling