+2,296.3%
ADSK vs DLTR
+10,457.1%
-8,160.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.5% | -10.1% | +7.6% | -0.4% |
| 30D | -14.9% | -8.1% | -6.8% | -13.5% |
| 3M | +3.3% | +2.9% | +0.5% | +2.5% |
| 6M | -15.7% | +4.3% | -20.0% | -17.3% |
| YTD | -28.2% | -3.9% | -24.3% | -28.7% |
| 1Y | -34.5% | +18.9% | -53.4% | -38.0% |
| 3Y | -2.9% | +1.9% | -4.8% | -8.4% |
| 5Y | -25.3% | +31.0% | -56.3% | -35.0% |
| 10Y | +217.8% | +44.8% | +173.0% | +160.3% |
| All | +2,296.3% | +10,457.1% | -8,160.8% | +819.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling