+185.3%
QLD vs ADSK
-1.5%
+186.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +4.6% |
| 7D | +0.6% | -16.4% | +17.0% | +10.1% |
| 30D | -0.1% | -9.2% | +9.1% | +4.2% |
| 3M | -8.4% | -6.7% | -1.6% | -7.0% |
| 6M | +32.2% | -15.5% | +47.7% | +41.6% |
| YTD | +28.9% | -26.4% | +55.3% | +53.9% |
| 1Y | +43.8% | -31.9% | +75.7% | +83.7% |
| All | +185.3% | -1.5% | +186.8% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling