+1,106.7%
XLY vs ADSK
+2,175.1%
-1,068.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | -2.5% | +0.8% | -1.0% |
| 30D | -4.2% | -14.9% | +10.7% | -0.2% |
| 3M | -2.7% | +3.3% | -6.0% | -4.3% |
| 6M | -0.6% | -15.7% | +15.0% | +2.6% |
| YTD | -5.0% | -28.2% | +23.2% | +2.2% |
| 1Y | -4.1% | -34.5% | +30.5% | +5.8% |
| 3Y | +33.6% | -2.9% | +36.5% | +31.0% |
| 5Y | +28.7% | -25.3% | +54.0% | +32.8% |
| 10Y | +219.6% | +217.8% | +1.8% | +122.2% |
| All | +1,106.7% | +2,175.1% | -1,068.4% | +394.6% |
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 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