+32.0%
XLP vs ADSK
-25.9%
+58.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | -1.4% | -14.3% | +12.9% | +0.2% |
| 30D | -1.3% | -14.8% | +13.5% | +0.3% |
| 3M | +1.8% | -5.7% | +7.5% | +2.2% |
| 6M | -0.8% | -18.7% | +17.9% | +0.9% |
| YTD | +9.5% | -28.3% | +37.8% | +12.9% |
| 1Y | +7.2% | -35.1% | +42.2% | +11.8% |
| 3Y | +27.1% | -3.2% | +30.3% | +24.5% |
| 5Y | +32.0% | -26.7% | +58.8% | +25.6% |
| All | +32.0% | -25.9% | +58.0% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling