-34.6%
ADSK vs D
+15.9%
-50.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -10.9% | -1.6% | -9.3% | -11.1% |
| 30D | -15.9% | -3.5% | -12.4% | -16.3% |
| 3M | -4.4% | -1.6% | -2.8% | -4.6% |
| 6M | -16.6% | +5.8% | -22.4% | -16.1% |
| YTD | -28.5% | +14.5% | -43.0% | -26.7% |
| 1Y | -34.6% | +14.2% | -48.8% | -33.4% |
| All | -34.6% | +15.9% | -50.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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