-3.3%
ADSK vs DAR
+7.7%
-11.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | -10.9% | +0.9% | -11.9% | -11.0% |
| 30D | -15.9% | +6.4% | -22.3% | -16.5% |
| 3M | -4.4% | +13.2% | -17.6% | -5.9% |
| 6M | -16.6% | +26.2% | -42.8% | -19.1% |
| YTD | -28.5% | +84.4% | -112.9% | -34.1% |
| 1Y | -34.6% | +112.0% | -146.7% | -41.1% |
| All | -3.3% | +7.7% | -11.0% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling