+215.4%
ADSK vs DGX
+255.3%
-40.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | -14.9% | -1.2% | -13.7% | -14.4% |
| 3M | +3.3% | +15.8% | -12.4% | -3.0% |
| 6M | -15.7% | +18.2% | -33.8% | -21.7% |
| YTD | -28.2% | +37.2% | -65.4% | -38.0% |
| 1Y | -34.5% | +30.4% | -64.9% | -42.4% |
| 3Y | -2.9% | +96.7% | -99.6% | -31.5% |
| 5Y | -25.3% | +67.2% | -92.5% | -43.4% |
| All | +215.4% | +255.3% | -40.0% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling