+20.7%
XLK vs ADSK
-10.6%
+31.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.0% | -7.0% | +0.2% |
| 7D | -7.6% | +11.4% | -19.0% | -7.4% |
| 30D | -12.2% | +21.9% | -34.1% | -12.0% |
| 3M | -5.5% | +13.9% | -19.3% | -5.0% |
| 6M | +9.2% | +9.1% | +0.1% | +12.4% |
| YTD | +23.0% | -8.8% | +31.8% | +36.3% |
| 1Y | +20.7% | -10.2% | +30.9% | +34.7% |
| All | +20.7% | -10.6% | +31.4% | +34.7% |
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 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