+215.4%
ADSK vs DG
+101.8%
+113.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -2.5% | -6.5% | +4.0% | -1.0% |
| 30D | -14.9% | +4.2% | -19.0% | -15.7% |
| 3M | +3.3% | +9.5% | -6.2% | +1.2% |
| 6M | -15.7% | -13.1% | -2.5% | -13.4% |
| YTD | -28.2% | -4.8% | -23.4% | -27.9% |
| 1Y | -34.5% | +20.6% | -55.2% | -37.9% |
| 3Y | -2.9% | +4.9% | -7.8% | -9.0% |
| 5Y | -25.3% | -37.9% | +12.5% | -16.7% |
| All | +215.4% | +101.8% | +113.6% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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