+4,745.6%
ADSK vs D
+2,347.4%
+2,398.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.8% | -8.1% |
| 7D | -16.4% | +1.5% | -17.9% | -16.9% |
| 30D | -9.2% | -2.6% | -6.6% | -8.4% |
| 3M | -6.7% | 0.0% | -6.7% | -6.9% |
| 6M | -15.5% | +7.4% | -22.9% | -18.4% |
| YTD | -26.4% | +15.9% | -42.3% | -31.1% |
| 1Y | -31.9% | +18.1% | -50.0% | -36.9% |
| 3Y | -1.0% | +58.4% | -59.3% | -20.8% |
| 5Y | -24.5% | +5.2% | -29.7% | -29.4% |
| 10Y | +220.4% | +35.9% | +184.5% | +157.0% |
| All | +4,745.6% | +2,347.4% | +2,398.2% | +909.1% |
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