+46.0%
XOM vs ADSK
-31.6%
+77.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -2.0% |
| 7D | +1.8% | -16.4% | +18.2% | +1.0% |
| 30D | +5.9% | -9.2% | +15.1% | +5.5% |
| 3M | +5.6% | -6.7% | +12.3% | +5.3% |
| 6M | +7.9% | -15.5% | +23.4% | +6.5% |
| YTD | +35.2% | -26.4% | +61.6% | +28.2% |
| 1Y | +46.0% | -31.9% | +77.9% | +36.6% |
| All | +46.0% | -31.6% | +77.6% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling