+1,047.3%
XLE vs ADSK
+2,732.3%
-1,685.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +5.4% | +1.0% | +4.4% | +5.2% |
| 30D | -3.9% | +14.4% | -18.3% | -7.2% |
| 3M | +7.0% | +2.5% | +4.5% | +5.5% |
| 6M | +14.2% | +14.5% | -0.2% | +9.1% |
| YTD | +48.2% | -10.7% | +58.8% | +48.6% |
| 1Y | +47.7% | -11.0% | +58.7% | +48.2% |
| 3Y | +70.0% | +25.9% | +44.1% | +54.6% |
| 5Y | +169.1% | -19.7% | +188.8% | +162.7% |
| 10Y | +180.7% | +258.2% | -77.5% | +85.9% |
| All | +1,047.3% | +2,732.3% | -1,685.0% | +430.3% |
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 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