-34.5%
ADSK vs DGX
+32.7%
-67.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | -14.9% | -1.2% | -13.7% | -14.7% |
| 3M | +3.3% | +15.8% | -12.4% | +1.6% |
| 6M | -15.7% | +18.2% | -33.8% | -17.1% |
| YTD | -28.2% | +37.2% | -65.4% | -29.3% |
| 1Y | -34.5% | +30.4% | -64.9% | -35.9% |
| All | -34.5% | +32.7% | -67.2% | -35.9% |
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