+1,084.6%
XLI vs ADSK
+2,166.6%
-1,082.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.3% |
| 7D | -2.3% | -10.9% | +8.6% | +0.5% |
| 30D | -8.2% | -15.9% | +7.7% | -4.4% |
| 3M | +0.8% | -4.4% | +5.1% | +0.9% |
| 6M | +0.8% | -16.6% | +17.5% | +3.9% |
| YTD | +10.5% | -28.5% | +39.0% | +17.9% |
| 1Y | +14.1% | -34.6% | +48.8% | +24.5% |
| 3Y | +68.6% | -3.5% | +72.0% | +64.0% |
| 5Y | +80.4% | -25.6% | +106.0% | +81.7% |
| 10Y | +254.6% | +216.6% | +38.0% | +136.2% |
| All | +1,084.6% | +2,166.6% | -1,082.0% | +357.9% |
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 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