+2,875.1%
ADSK vs DAR
+1,817.4%
+1,057.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.6% | -2.9% |
| 7D | -14.3% | -0.9% | -13.5% | -14.3% |
| 30D | -14.8% | +13.0% | -27.8% | -15.8% |
| 3M | -5.7% | +15.0% | -20.7% | -7.1% |
| 6M | -18.7% | +26.8% | -45.5% | -20.8% |
| YTD | -28.3% | +86.4% | -114.7% | -32.7% |
| 1Y | -35.1% | +115.1% | -150.2% | -40.0% |
| 3Y | -3.2% | +14.6% | -17.8% | -6.3% |
| 5Y | -26.7% | -8.8% | -17.9% | -28.0% |
| 10Y | +208.4% | +356.5% | -148.1% | +163.5% |
| All | +2,875.1% | +1,817.4% | +1,057.7% | +2,497.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DAR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling