+411.2%
XLF vs ADSK
+2,166.6%
-1,755.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.1% |
| 7D | -2.9% | -10.9% | +8.0% | +0.4% |
| 30D | -1.6% | -15.9% | +14.3% | +3.2% |
| 3M | +9.3% | -4.4% | +13.6% | +9.6% |
| 6M | +14.6% | -16.6% | +31.2% | +19.1% |
| YTD | +4.7% | -28.5% | +33.2% | +13.5% |
| 1Y | +8.6% | -34.6% | +43.3% | +20.9% |
| 3Y | +73.9% | -3.5% | +77.3% | +69.0% |
| 5Y | +65.0% | -25.6% | +90.6% | +66.8% |
| 10Y | +250.4% | +216.6% | +33.8% | +114.4% |
| All | +411.2% | +2,166.6% | -1,755.4% | +77.7% |
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