+106.3%
DAL vs ADSK
-25.9%
+132.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.5% |
| 7D | +3.4% | -14.3% | +17.7% | +9.7% |
| 30D | -13.6% | -14.8% | +1.2% | -8.4% |
| 3M | +1.2% | -5.7% | +6.9% | +1.7% |
| 6M | +34.5% | -18.7% | +53.2% | +43.1% |
| YTD | +14.7% | -28.3% | +43.0% | +28.7% |
| 1Y | +29.2% | -35.1% | +64.3% | +52.1% |
| 3Y | +100.0% | -3.2% | +103.2% | +91.5% |
| 5Y | +106.3% | -26.7% | +133.0% | +99.6% |
| All | +106.3% | -25.9% | +132.2% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling