+415.5%
DAL vs ADSK
+518.3%
-102.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | -3.7% | +6.1% | +4.1% |
| 30D | +14.3% | +11.3% | +3.0% | +8.5% |
| 3M | +1.3% | +3.3% | -2.1% | -1.7% |
| 6M | +29.3% | +10.1% | +19.1% | +19.5% |
| YTD | +33.0% | -12.2% | +45.2% | +35.1% |
| 1Y | +59.8% | -13.9% | +73.7% | +64.0% |
| 3Y | +177.2% | +23.5% | +153.7% | +134.5% |
| 5Y | +118.4% | -20.0% | +138.4% | +117.8% |
| 10Y | +121.4% | +252.3% | -130.9% | -8.7% |
| All | +415.5% | +518.3% | -102.8% | +25.4% |
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