+81.1%
QLD vs ADSK
-19.8%
+100.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.4% |
| 7D | -1.4% | +2.1% | -3.5% | -3.2% |
| 30D | -19.6% | +11.9% | -31.5% | -26.9% |
| 3M | -14.1% | +5.7% | -19.9% | -20.1% |
| 6M | -13.6% | +7.7% | -21.3% | -23.9% |
| YTD | +12.5% | -11.0% | +23.6% | +14.7% |
| 1Y | +13.1% | -11.4% | +24.5% | +15.8% |
| 3Y | +154.7% | +28.7% | +126.0% | +77.7% |
| 5Y | +81.1% | -20.1% | +101.1% | +58.9% |
| All | +81.1% | -19.8% | +100.9% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling