-5.5%
ADSK vs D
+60.1%
-65.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.6% |
| 7D | -14.5% | -0.4% | -14.1% | -14.5% |
| 30D | -19.3% | -2.1% | -17.2% | -19.3% |
| 3M | -7.8% | -0.7% | -7.0% | -7.8% |
| 6M | -20.8% | +5.6% | -26.3% | -20.8% |
| YTD | -30.2% | +14.6% | -44.8% | -30.4% |
| 1Y | -36.5% | +15.3% | -51.8% | -36.6% |
| All | -5.5% | +60.1% | -65.7% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling