+135.0%
DAL vs ADSK
+203.1%
-68.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.8% |
| 7D | +0.8% | -14.5% | +15.3% | +7.1% |
| 30D | -11.7% | -19.3% | +7.6% | -4.3% |
| 3M | -2.7% | -7.8% | +5.1% | -1.3% |
| 6M | +30.7% | -20.8% | +51.4% | +40.1% |
| YTD | +14.4% | -30.2% | +44.6% | +28.7% |
| 1Y | +31.2% | -36.5% | +67.7% | +53.9% |
| 3Y | +99.4% | -5.7% | +105.2% | +94.5% |
| 5Y | +98.6% | -28.2% | +126.7% | +106.6% |
| 10Y | +135.0% | +209.1% | -74.1% | +30.8% |
| All | +135.0% | +203.1% | -68.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling