+30.9%
XLB vs ADSK
-3.6%
+34.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.6% |
| 7D | -3.5% | -10.9% | +7.4% | -1.7% |
| 30D | -4.7% | -15.9% | +11.2% | -1.9% |
| 3M | +2.7% | -4.4% | +7.1% | +2.9% |
| 6M | +2.6% | -16.6% | +19.2% | +5.4% |
| YTD | +12.8% | -28.5% | +41.4% | +20.5% |
| 1Y | +14.0% | -34.6% | +48.6% | +24.9% |
| All | +30.9% | -3.6% | +34.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling