+2,556.5%
ADSK vs DVA
+5,118.1%
-2,561.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -10.9% | -0.2% | -10.7% | -10.9% |
| 30D | -15.9% | +1.7% | -17.6% | -16.2% |
| 3M | -4.4% | -8.7% | +4.3% | -3.2% |
| 6M | -16.6% | +19.7% | -36.3% | -20.9% |
| YTD | -28.5% | +59.6% | -88.1% | -36.7% |
| 1Y | -34.6% | +37.1% | -71.7% | -40.4% |
| 3Y | -3.5% | +89.8% | -93.2% | -19.6% |
| 5Y | -25.6% | +47.4% | -73.0% | -36.3% |
| 10Y | +216.6% | +184.9% | +31.7% | +130.1% |
| All | +2,556.5% | +5,118.1% | -2,561.7% | +1,118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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