+139.5%
XLP vs ADSK
+255.5%
-116.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | +2.5% | +1.0% | +1.5% | +2.4% |
| 30D | +7.3% | +14.4% | -7.1% | +5.2% |
| 3M | +8.1% | +2.5% | +5.6% | +7.4% |
| 6M | +10.5% | +14.5% | -4.0% | +7.7% |
| YTD | +21.2% | -10.7% | +31.8% | +22.0% |
| 1Y | +22.7% | -11.0% | +33.7% | +23.6% |
| 3Y | +44.8% | +25.9% | +18.9% | +36.1% |
| 5Y | +44.7% | -19.7% | +64.4% | +43.0% |
| All | +139.5% | +255.5% | -116.0% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling