-31.9%
ADSK vs DGX
+33.7%
-65.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.3% | -8.1% |
| 7D | -16.4% | -2.3% | -14.1% | -16.0% |
| 30D | -9.2% | +0.6% | -9.8% | -9.2% |
| 3M | -6.7% | +21.4% | -28.1% | -8.6% |
| 6M | -15.5% | +14.7% | -30.2% | -17.4% |
| YTD | -26.4% | +38.4% | -64.8% | -28.0% |
| 1Y | -31.9% | +34.0% | -65.9% | -33.7% |
| All | -31.9% | +33.7% | -65.5% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling