+38.3%
ADSK vs DT
+97.2%
-58.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.2% |
| 7D | -14.3% | -4.9% | -9.5% | -12.4% |
| 30D | -14.8% | +2.7% | -17.5% | -15.8% |
| 3M | -5.7% | +20.0% | -25.7% | -13.6% |
| 6M | -18.7% | +28.0% | -46.7% | -28.3% |
| YTD | -28.3% | +16.0% | -44.3% | -34.0% |
| 1Y | -35.1% | +0.7% | -35.8% | -36.6% |
| 3Y | -3.2% | +6.2% | -9.4% | -9.8% |
| 5Y | -26.7% | -28.1% | +1.4% | -24.4% |
| All | +38.3% | +97.2% | -58.9% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling