-0.2%
DASH vs ADSK
-25.9%
+25.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -3.3% |
| 7D | -11.2% | -14.3% | +3.1% | -0.3% |
| 30D | -7.3% | -14.8% | +7.5% | +3.6% |
| 3M | +31.4% | -5.7% | +37.1% | +34.3% |
| 6M | +11.9% | -18.7% | +30.6% | +28.0% |
| YTD | -11.5% | -28.3% | +16.8% | +11.1% |
| 1Y | -20.0% | -35.1% | +15.0% | +8.8% |
| 3Y | +143.9% | -3.2% | +147.1% | +123.2% |
| 5Y | -0.2% | -26.7% | +26.5% | -5.8% |
| All | -0.2% | -25.9% | +25.7% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling