+122.1%
QLD vs ADSK
-25.9%
+148.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.8% |
| 7D | +3.0% | -14.3% | +17.3% | +15.2% |
| 30D | -1.8% | -14.8% | +13.0% | +9.6% |
| 3M | -1.8% | -5.7% | +3.9% | -2.3% |
| 6M | +36.9% | -18.7% | +55.6% | +51.2% |
| YTD | +28.7% | -28.3% | +57.0% | +57.3% |
| 1Y | +41.9% | -35.1% | +76.9% | +90.1% |
| 3Y | +184.2% | -3.2% | +187.4% | +155.2% |
| 5Y | +122.1% | -26.7% | +148.8% | +116.0% |
| All | +122.1% | -25.9% | +148.0% | +116.0% |
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 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