+5,780.1%
ADSK vs D
+2,415.1%
+3,365.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.0% | -1.4% | +2.4% | +1.6% |
| 30D | +14.4% | +7.7% | +6.7% | +11.4% |
| 3M | +2.5% | -0.3% | +2.8% | +2.6% |
| 6M | +14.5% | +10.1% | +4.4% | +10.0% |
| YTD | -10.7% | +19.1% | -29.7% | -17.2% |
| 1Y | -11.0% | +15.9% | -26.9% | -16.8% |
| 3Y | +25.9% | +75.0% | -49.1% | -2.8% |
| 5Y | -19.7% | +13.4% | -33.1% | -26.9% |
| 10Y | +258.2% | +47.5% | +210.8% | +178.1% |
| All | +5,780.1% | +2,415.1% | +3,365.0% | +1,112.8% |
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