+1,024.7%
XLE vs ADSK
+2,234.0%
-1,209.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | +1.0% |
| 7D | +2.2% | -16.4% | +18.6% | +6.3% |
| 30D | +11.8% | -9.2% | +21.0% | +13.9% |
| 3M | +9.8% | -6.7% | +16.6% | +10.7% |
| 6M | +15.6% | -15.5% | +31.1% | +18.6% |
| YTD | +45.3% | -26.4% | +71.6% | +53.1% |
| 1Y | +48.3% | -31.9% | +80.2% | +59.0% |
| 3Y | +55.4% | -1.0% | +56.4% | +50.0% |
| 5Y | +216.1% | -24.5% | +240.6% | +213.7% |
| 10Y | +178.4% | +220.4% | -42.0% | +90.2% |
| All | +1,024.7% | +2,234.0% | -1,209.3% | +446.4% |
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