-34.5%
ADSK vs DLTR
+19.1%
-53.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -2.5% | -10.1% | +7.6% | -1.6% |
| 30D | -14.9% | -8.1% | -6.8% | -14.3% |
| 3M | +3.3% | +2.9% | +0.5% | +3.1% |
| 6M | -15.7% | +4.3% | -20.0% | -16.6% |
| YTD | -28.2% | -3.9% | -24.3% | -29.0% |
| 1Y | -34.5% | +18.9% | -53.4% | -39.3% |
| All | -34.5% | +19.1% | -53.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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