+101.8%
DASH vs ADSK
+28.8%
+73.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +1.4% |
| 7D | +0.4% | +4.9% | -4.5% | -2.0% |
| 30D | -6.0% | +11.3% | -17.4% | -11.2% |
| 3M | -15.8% | +7.9% | -23.7% | -19.9% |
| 6M | +7.0% | +7.7% | -0.7% | +1.2% |
| YTD | -20.7% | -11.6% | -9.1% | -17.2% |
| 1Y | -8.5% | -11.2% | +2.7% | -4.7% |
| 3Y | +101.8% | +29.6% | +72.2% | +81.9% |
| All | +101.8% | +28.8% | +73.0% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling