+215.2%
XLY vs ADSK
+222.2%
-7.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | -2.5% | +0.8% | -0.8% |
| 30D | -4.2% | -14.9% | +10.7% | +1.2% |
| 3M | -2.7% | +3.3% | -6.0% | -5.0% |
| 6M | -0.6% | -15.7% | +15.0% | +3.7% |
| YTD | -5.0% | -28.2% | +23.2% | +5.0% |
| 1Y | -4.1% | -34.5% | +30.5% | +9.9% |
| 3Y | +33.6% | -2.9% | +36.5% | +28.7% |
| 5Y | +28.7% | -25.3% | +54.0% | +31.2% |
| All | +215.2% | +222.2% | -7.0% | +109.7% |
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