+631.5%
XLU vs ADSK
+2,175.1%
-1,543.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | -2.5% | +0.9% | -1.3% |
| 30D | -3.3% | -14.9% | +11.6% | -1.5% |
| 3M | -3.2% | +3.3% | -6.5% | -3.9% |
| 6M | -7.0% | -15.7% | +8.7% | -5.6% |
| YTD | +0.6% | -28.2% | +28.9% | +4.0% |
| 1Y | +2.4% | -34.5% | +37.0% | +7.0% |
| 3Y | +46.3% | -2.9% | +49.2% | +43.6% |
| 5Y | +44.0% | -25.3% | +69.3% | +43.4% |
| 10Y | +140.1% | +217.8% | -77.7% | +92.6% |
| All | +631.5% | +2,175.1% | -1,543.6% | +335.3% |
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