+351.3%
DAL vs ADSK
+418.2%
-66.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.1% | +5.7% |
| 7D | +0.1% | -16.4% | +16.5% | +8.6% |
| 30D | -13.9% | -9.2% | -4.7% | -10.7% |
| 3M | +1.1% | -6.7% | +7.8% | +2.3% |
| 6M | +26.2% | -15.5% | +41.8% | +32.4% |
| YTD | +16.4% | -26.4% | +42.8% | +29.5% |
| 1Y | +33.9% | -31.9% | +65.7% | +54.7% |
| 3Y | +93.4% | -1.0% | +94.3% | +82.9% |
| 5Y | +106.4% | -24.5% | +130.9% | +111.6% |
| 10Y | +143.0% | +220.4% | -77.4% | +4.9% |
| All | +351.3% | +418.2% | -66.9% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling