+811.7%
XLB vs ADSK
+2,173.1%
-1,361.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.3% |
| 7D | -0.2% | -14.3% | +14.1% | +3.5% |
| 30D | -1.7% | -14.8% | +13.1% | +1.9% |
| 3M | +4.4% | -5.7% | +10.1% | +5.0% |
| 6M | +5.0% | -18.7% | +23.7% | +9.0% |
| YTD | +15.5% | -28.3% | +43.8% | +23.1% |
| 1Y | +14.9% | -35.1% | +50.0% | +25.5% |
| 3Y | +34.5% | -3.2% | +37.7% | +31.0% |
| 5Y | +36.5% | -26.7% | +63.3% | +38.4% |
| 10Y | +159.6% | +208.4% | -48.8% | +78.9% |
| All | +811.7% | +2,173.1% | -1,361.3% | +329.2% |
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