+1,882.2%
XEL vs ADSK
+4,756.5%
-2,874.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.2% |
| 7D | -1.2% | -10.9% | +9.7% | -0.3% |
| 30D | -2.9% | -15.9% | +13.0% | -1.6% |
| 3M | -2.7% | -4.4% | +1.7% | -2.6% |
| 6M | -6.5% | -16.6% | +10.1% | -5.6% |
| YTD | +3.6% | -28.5% | +32.1% | +5.8% |
| 1Y | +7.5% | -34.6% | +42.2% | +10.5% |
| 3Y | +46.3% | -3.5% | +49.8% | +44.7% |
| 5Y | +30.5% | -25.6% | +56.1% | +30.2% |
| 10Y | +151.4% | +216.6% | -65.2% | +120.3% |
| All | +1,882.2% | +4,756.5% | -2,874.3% | +1,235.6% |
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 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