-8.9%
DASH vs ADSK
-10.2%
+1.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.0% |
| 7D | -4.1% | -3.6% | -0.5% | -1.5% |
| 30D | -10.6% | +12.6% | -23.2% | -18.2% |
| 3M | -18.8% | +4.0% | -22.8% | -22.3% |
| 6M | +11.2% | +10.5% | +0.7% | +0.2% |
| YTD | -23.8% | -12.3% | -11.5% | -18.5% |
| 1Y | -12.2% | -14.0% | +1.8% | -4.5% |
| 3Y | +97.3% | +23.2% | +74.1% | +50.2% |
| 5Y | -29.8% | -21.2% | -8.6% | -31.1% |
| All | -8.9% | -10.2% | +1.3% | -28.2% |
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 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