+2,954.9%
ADSK vs DAR
+1,762.6%
+1,192.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -8.2% |
| 7D | -16.4% | +1.4% | -17.8% | -16.5% |
| 30D | -9.2% | +12.8% | -22.0% | -10.3% |
| 3M | -6.7% | +7.4% | -14.1% | -7.6% |
| 6M | -15.5% | +22.3% | -37.8% | -17.4% |
| YTD | -26.4% | +81.1% | -107.5% | -30.7% |
| 1Y | -31.9% | +106.5% | -138.4% | -36.8% |
| 3Y | -1.0% | +5.3% | -6.3% | -3.4% |
| 5Y | -24.5% | -11.5% | -13.0% | -25.6% |
| 10Y | +220.4% | +353.3% | -132.9% | +174.1% |
| All | +2,954.9% | +1,762.6% | +1,192.3% | +2,574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling