-2.9%
ADSK vs DG
+4.6%
-7.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -2.5% | -6.5% | +4.0% | -2.0% |
| 30D | -14.9% | +4.2% | -19.0% | -15.2% |
| 3M | +3.3% | +9.5% | -6.2% | +2.7% |
| 6M | -15.7% | -13.1% | -2.5% | -15.7% |
| YTD | -28.2% | -4.8% | -23.4% | -28.4% |
| 1Y | -34.5% | +20.6% | -55.2% | -34.9% |
| 3Y | -2.9% | +4.9% | -7.8% | +0.2% |
| All | -2.9% | +4.6% | -7.5% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling