+1,547.1%
QQQ vs ADSK
+2,096.7%
-549.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -2.0% |
| 7D | -1.3% | -10.9% | +9.7% | +2.8% |
| 30D | -1.4% | -15.9% | +14.5% | +4.6% |
| 3M | +2.3% | -4.4% | +6.6% | +2.2% |
| 6M | +16.9% | -16.6% | +33.5% | +21.9% |
| YTD | +15.6% | -28.5% | +44.1% | +27.0% |
| 1Y | +22.6% | -34.6% | +57.3% | +39.1% |
| 3Y | +93.5% | -3.5% | +97.0% | +86.8% |
| 5Y | +93.9% | -25.6% | +119.5% | +100.3% |
| 10Y | +564.6% | +216.6% | +348.0% | +284.8% |
| All | +1,547.1% | +2,096.7% | -549.6% | +225.7% |
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