+257.2%
XOM vs ADSK
-25.3%
+282.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +4.1% | -2.5% | +6.6% | +4.3% |
| 30D | +4.6% | -14.9% | +19.5% | +5.9% |
| 3M | +14.0% | +3.3% | +10.6% | +13.3% |
| 6M | +11.0% | -15.7% | +26.6% | +12.2% |
| YTD | +40.7% | -28.2% | +68.9% | +44.3% |
| 1Y | +52.3% | -34.5% | +86.9% | +57.7% |
| 3Y | +60.5% | -2.9% | +63.4% | +56.9% |
| All | +257.2% | -25.3% | +282.6% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling