+5,670.2%
ADSK vs D
+2,409.5%
+3,260.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -3.6% | -3.1% | -0.5% | -2.5% |
| 30D | +12.6% | +8.4% | +4.2% | +9.4% |
| 3M | +4.0% | +0.2% | +3.8% | +3.9% |
| 6M | +10.5% | +9.5% | +1.0% | +6.4% |
| YTD | -12.3% | +18.8% | -31.1% | -18.7% |
| 1Y | -14.0% | +14.7% | -28.7% | -19.3% |
| 3Y | +23.2% | +72.9% | -49.7% | -4.3% |
| 5Y | -21.2% | +13.1% | -34.3% | -28.2% |
| 10Y | +251.6% | +47.2% | +204.4% | +173.1% |
| All | +5,670.2% | +2,409.5% | +3,260.7% | +1,091.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling