+70.0%
XLE vs ADSK
+26.4%
+43.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +5.4% | +1.0% | +4.4% | +5.4% |
| 30D | -3.9% | +14.4% | -18.3% | -5.0% |
| 3M | +7.0% | +2.5% | +4.5% | +6.8% |
| 6M | +14.2% | +14.5% | -0.2% | +12.7% |
| YTD | +48.2% | -10.7% | +58.8% | +50.8% |
| 1Y | +47.7% | -11.0% | +58.7% | +50.4% |
| 3Y | +70.0% | +25.9% | +44.1% | +62.5% |
| All | +70.0% | +26.4% | +43.6% | +62.5% |
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