+106.2%
XLP vs ADSK
+203.1%
-96.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.8% |
| 7D | -2.9% | -14.5% | +11.6% | -0.7% |
| 30D | -2.2% | -19.3% | +17.1% | +0.7% |
| 3M | -0.6% | -7.8% | +7.2% | +0.3% |
| 6M | -2.2% | -20.8% | +18.6% | +0.5% |
| YTD | +8.3% | -30.2% | +38.5% | +13.1% |
| 1Y | +5.7% | -36.5% | +42.2% | +12.0% |
| 3Y | +25.7% | -5.7% | +31.4% | +23.3% |
| 5Y | +31.3% | -28.2% | +59.5% | +31.3% |
| 10Y | +106.2% | +209.1% | -103.0% | +58.7% |
| All | +106.2% | +203.1% | -96.9% | +58.7% |
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 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