-2.9%
ADSK vs DD
+41.1%
-44.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | -2.5% | -3.5% | +1.0% | -1.7% |
| 30D | -14.9% | -11.7% | -3.2% | -12.5% |
| 3M | +3.3% | -9.2% | +12.6% | +5.3% |
| 6M | -15.7% | -7.2% | -8.5% | -15.2% |
| YTD | -28.2% | +6.6% | -34.9% | -31.4% |
| 1Y | -34.5% | +32.0% | -66.6% | -41.9% |
| 3Y | -2.9% | +42.1% | -45.0% | -17.0% |
| All | -2.9% | +41.1% | -44.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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