-5.2%
DASH vs ADSK
-9.4%
+4.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +1.9% |
| 7D | +0.4% | +4.9% | -4.5% | -2.9% |
| 30D | -6.0% | +11.3% | -17.4% | -13.3% |
| 3M | -15.8% | +7.9% | -23.7% | -21.8% |
| 6M | +7.0% | +7.7% | -0.7% | -1.5% |
| YTD | -20.7% | -11.6% | -9.1% | -15.6% |
| 1Y | -8.5% | -11.2% | +2.7% | -3.0% |
| 3Y | +101.8% | +29.6% | +72.2% | +47.1% |
| 5Y | -9.6% | -19.4% | +9.8% | -12.7% |
| All | -5.2% | -9.4% | +4.2% | -25.7% |
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