+32.2%
QLD vs ADSK
-14.0%
+46.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | -0.5% |
| 7D | +0.6% | -16.4% | +17.0% | -1.3% |
| 30D | -0.1% | -9.2% | +9.1% | -0.6% |
| 3M | -8.4% | -6.7% | -1.6% | -5.2% |
| 6M | +32.2% | -15.5% | +47.7% | +37.9% |
| All | +32.2% | -14.0% | +46.2% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling