+64.3%
XLF vs ADSK
-25.3%
+89.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.5% | -2.5% | +1.1% | -0.8% |
| 30D | -1.2% | -14.9% | +13.7% | +2.7% |
| 3M | +9.2% | +3.3% | +5.9% | +7.3% |
| 6M | +16.3% | -15.7% | +32.0% | +20.1% |
| YTD | +5.4% | -28.2% | +33.7% | +13.5% |
| 1Y | +7.6% | -34.5% | +42.2% | +18.9% |
| 3Y | +74.2% | -2.9% | +77.1% | +69.2% |
| All | +64.3% | -25.3% | +89.6% | +52.9% |
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