+4,419.1%
XOM vs ADSK
+4,756.5%
-337.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.3% |
| 7D | +1.9% | -10.9% | +12.8% | +3.4% |
| 30D | +4.1% | -15.9% | +20.0% | +6.4% |
| 3M | +10.4% | -4.4% | +14.8% | +10.6% |
| 6M | +13.0% | -16.6% | +29.7% | +15.1% |
| YTD | +40.1% | -28.5% | +68.6% | +45.2% |
| 1Y | +51.1% | -34.6% | +85.8% | +58.6% |
| 3Y | +57.7% | -3.5% | +61.2% | +54.7% |
| 5Y | +264.7% | -25.6% | +290.3% | +263.4% |
| 10Y | +193.1% | +216.6% | -23.5% | +134.0% |
| All | +4,419.1% | +4,756.5% | -337.4% | +2,351.4% |
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