+9,127.5%
QLD vs ADSK
+516.2%
+8,611.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.6% | +6.7% |
| 7D | +0.6% | -16.4% | +17.0% | +14.8% |
| 30D | -0.1% | -9.2% | +9.1% | +6.3% |
| 3M | -8.4% | -6.7% | -1.6% | -7.8% |
| 6M | +32.2% | -15.5% | +47.7% | +40.5% |
| YTD | +28.9% | -26.4% | +55.3% | +50.9% |
| 1Y | +43.8% | -31.9% | +75.7% | +79.1% |
| 3Y | +176.6% | -1.0% | +177.6% | +154.1% |
| 5Y | +121.6% | -24.5% | +146.1% | +155.8% |
| 10Y | +1,652.9% | +220.4% | +1,432.5% | +583.5% |
| All | +9,127.5% | +516.2% | +8,611.2% | +1,810.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling