-24.5%
ADSK vs DD
+56.1%
-80.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -2.5% | -3.5% | +1.0% | -1.1% |
| 30D | -14.9% | -11.7% | -3.2% | -10.6% |
| 3M | +3.3% | -9.2% | +12.6% | +7.0% |
| 6M | -15.7% | -7.2% | -8.5% | -14.7% |
| YTD | -28.2% | +6.6% | -34.9% | -32.7% |
| 1Y | -34.5% | +32.0% | -66.6% | -45.1% |
| 3Y | -2.9% | +42.1% | -45.0% | -25.0% |
| All | -24.5% | +56.1% | -80.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling