+149.7%
XBI vs ADSK
+222.2%
-72.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -4.6% | -2.5% | -2.1% | -3.7% |
| 30D | -2.0% | -14.9% | +12.9% | +4.2% |
| 3M | +17.8% | +3.3% | +14.5% | +14.2% |
| 6M | +23.7% | -15.7% | +39.4% | +29.4% |
| YTD | +28.2% | -28.2% | +56.5% | +43.1% |
| 1Y | +64.0% | -34.5% | +98.5% | +90.4% |
| 3Y | +99.4% | -2.9% | +102.3% | +87.5% |
| 5Y | +19.3% | -25.3% | +44.7% | +21.3% |
| All | +149.7% | +222.2% | -72.5% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling