+104.3%
DAL vs ADSK
+255.5%
-151.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -1.1% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | +12.8% | +14.4% | -1.6% | +6.7% |
| 3M | -5.3% | +2.5% | -7.8% | -7.2% |
| 6M | +22.4% | +14.5% | +7.9% | +12.8% |
| YTD | +25.6% | -10.7% | +36.3% | +27.3% |
| 1Y | +45.5% | -11.0% | +56.5% | +47.7% |
| 3Y | +161.0% | +25.9% | +135.1% | +125.1% |
| 5Y | +112.2% | -19.7% | +131.9% | +110.7% |
| All | +104.3% | +255.5% | -151.2% | +7.8% |
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