+14.7%
XLF vs ADSK
-10.6%
+25.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.0% | -3.5% | +2.7% |
| 7D | +5.5% | +11.4% | -6.0% | +4.1% |
| 30D | +9.9% | +21.9% | -12.0% | +7.4% |
| 3M | +2.6% | +13.9% | -11.2% | +0.9% |
| 6M | +15.6% | +9.1% | +6.5% | +14.1% |
| YTD | +9.4% | -8.8% | +18.2% | +10.4% |
| 1Y | +14.7% | -10.2% | +24.9% | +16.4% |
| All | +14.7% | -10.6% | +25.4% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling