+215.4%
ADSK vs DAR
+366.1%
-150.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -2.5% | -0.1% | -2.4% | -2.6% |
| 30D | -14.9% | +2.6% | -17.5% | -15.9% |
| 3M | +3.3% | +14.2% | -10.9% | -1.9% |
| 6M | -15.7% | +17.2% | -32.8% | -20.8% |
| YTD | -28.2% | +80.9% | -109.1% | -41.9% |
| 1Y | -34.5% | +104.0% | -138.5% | -49.6% |
| 3Y | -2.9% | +3.6% | -6.5% | -9.2% |
| 5Y | -25.3% | -7.8% | -17.5% | -30.0% |
| All | +215.4% | +366.1% | -150.7% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling