-31.9%
ADSK vs DT
+4.0%
-35.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.6% | -7.5% |
| 7D | -16.4% | -3.3% | -13.1% | -15.0% |
| 30D | -9.2% | +2.0% | -11.3% | -10.1% |
| 3M | -6.7% | +20.0% | -26.7% | -15.1% |
| 6M | -15.5% | +39.3% | -54.8% | -29.8% |
| YTD | -26.4% | +19.8% | -46.1% | -34.5% |
| 1Y | -31.9% | +4.3% | -36.2% | -37.1% |
| All | -31.9% | +4.0% | -35.9% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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