+40.3%
XLC vs ADSK
-25.3%
+65.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.5% | -2.5% | +3.0% | +1.4% |
| 30D | +2.1% | -14.9% | +17.0% | +7.4% |
| 3M | +0.7% | +3.3% | -2.6% | -1.5% |
| 6M | -3.2% | -15.7% | +12.5% | +1.0% |
| YTD | -3.8% | -28.2% | +24.5% | +6.2% |
| 1Y | -2.0% | -34.5% | +32.5% | +12.0% |
| 3Y | +71.4% | -2.9% | +74.3% | +62.1% |
| All | +40.3% | -25.3% | +65.7% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling