+4.1%
DASH vs ADSK
-28.5%
+32.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | +0.4% |
| 7D | -12.8% | -14.5% | +1.7% | -2.0% |
| 30D | -6.0% | -19.3% | +13.3% | +9.5% |
| 3M | +26.7% | -7.8% | +34.5% | +31.7% |
| 6M | +11.7% | -20.8% | +32.5% | +30.1% |
| YTD | -12.9% | -30.2% | +17.3% | +11.2% |
| 1Y | -23.1% | -36.5% | +13.4% | +5.8% |
| 3Y | +140.0% | -5.7% | +145.8% | +126.1% |
| 5Y | -5.1% | -28.2% | +23.1% | +1.1% |
| All | +4.1% | -28.5% | +32.6% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling