+99.3%
DAL vs ADSK
-5.9%
+105.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.7% |
| 7D | +0.8% | -14.5% | +15.3% | +6.2% |
| 30D | -11.7% | -19.3% | +7.6% | -5.3% |
| 3M | -2.7% | -7.8% | +5.1% | -1.7% |
| 6M | +30.7% | -20.8% | +51.4% | +40.5% |
| YTD | +14.4% | -30.2% | +44.6% | +31.2% |
| 1Y | +31.2% | -36.5% | +67.7% | +58.9% |
| All | +99.3% | -5.9% | +105.2% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling