+114.2%
DAL vs ADSK
-19.8%
+134.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.0% |
| 7D | +10.0% | +2.1% | +7.9% | +9.1% |
| 30D | +12.0% | +11.9% | +0.1% | +7.0% |
| 3M | +0.8% | +5.7% | -4.9% | -2.5% |
| 6M | +26.2% | +7.7% | +18.5% | +19.7% |
| YTD | +33.7% | -11.0% | +44.7% | +37.2% |
| 1Y | +57.6% | -11.4% | +69.0% | +62.0% |
| 3Y | +183.5% | +28.7% | +154.8% | +139.7% |
| 5Y | +114.2% | -20.1% | +134.2% | +91.5% |
| All | +114.2% | -19.8% | +134.0% | +91.5% |
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