-28.2%
ADSK vs D
+5.1%
-33.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | -14.5% | -0.4% | -14.1% | -14.5% |
| 30D | -19.3% | -2.1% | -17.2% | -19.1% |
| 3M | -7.8% | -0.7% | -7.0% | -7.7% |
| 6M | -20.8% | +5.6% | -26.3% | -21.6% |
| YTD | -30.2% | +14.6% | -44.8% | -32.0% |
| 1Y | -36.5% | +15.3% | -51.8% | -38.2% |
| 3Y | -5.7% | +59.1% | -64.9% | -16.5% |
| 5Y | -28.2% | +3.9% | -32.1% | -27.0% |
| All | -28.2% | +5.1% | -33.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling