+159.8%
XLB vs ADSK
+222.2%
-62.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.8% | -2.5% | -0.3% | -2.1% |
| 30D | -3.1% | -14.9% | +11.8% | +1.1% |
| 3M | -0.2% | +3.3% | -3.5% | -2.0% |
| 6M | +3.1% | -15.7% | +18.7% | +6.5% |
| YTD | +13.3% | -28.2% | +41.5% | +22.4% |
| 1Y | +12.0% | -34.5% | +46.6% | +24.5% |
| 3Y | +31.4% | -2.9% | +34.3% | +26.2% |
| 5Y | +33.9% | -25.3% | +59.2% | +34.2% |
| All | +159.8% | +222.2% | -62.4% | +69.3% |
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