+11.7%
DASH vs ADSK
-24.6%
+36.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.3% | +3.6% | +1.6% |
| 7D | -10.6% | -16.4% | +5.8% | +2.1% |
| 30D | +2.2% | -9.2% | +11.4% | +8.6% |
| 3M | +32.3% | -6.7% | +39.0% | +36.4% |
| 6M | +19.1% | -15.5% | +34.6% | +32.2% |
| YTD | -6.5% | -26.4% | +19.9% | +14.7% |
| 1Y | -14.9% | -31.9% | +17.0% | +11.0% |
| 3Y | +151.9% | -1.0% | +152.9% | +128.6% |
| 5Y | +9.4% | -24.5% | +34.0% | +12.1% |
| All | +11.7% | -24.6% | +36.3% | +0.9% |
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 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