-2.9%
ADSK vs DT
+7.2%
-10.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -2.5% | -1.6% | -0.9% | -1.8% |
| 30D | -14.9% | +3.0% | -17.9% | -16.0% |
| 3M | +3.3% | +26.5% | -23.2% | -7.8% |
| 6M | -15.7% | +35.9% | -51.6% | -28.0% |
| YTD | -28.2% | +17.8% | -46.1% | -34.8% |
| 1Y | -34.5% | +4.1% | -38.6% | -37.4% |
| 3Y | -2.9% | +5.3% | -8.2% | -10.4% |
| All | -2.9% | +7.2% | -10.1% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling