+889.2%
XLV vs ADSK
+2,175.1%
-1,285.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -2.5% | -1.0% | -3.1% |
| 30D | -1.8% | -14.9% | +13.0% | +1.0% |
| 3M | +7.8% | +3.3% | +4.5% | +6.7% |
| 6M | +9.1% | -15.7% | +24.8% | +11.8% |
| YTD | +7.7% | -28.2% | +36.0% | +13.5% |
| 1Y | +20.4% | -34.5% | +55.0% | +29.1% |
| 3Y | +30.8% | -2.9% | +33.7% | +28.1% |
| 5Y | +34.6% | -25.3% | +60.0% | +35.0% |
| 10Y | +173.4% | +217.8% | -44.4% | +100.8% |
| All | +889.2% | +2,175.1% | -1,285.9% | +346.4% |
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