-98.3%
DFNS vs ADSK
-31.6%
-66.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.8% | +14.8% |
| 7D | -16.0% | -16.4% | +0.4% | +14.4% |
| 30D | -77.7% | -9.2% | -68.5% | -75.4% |
| 3M | -77.2% | -6.7% | -70.4% | -76.7% |
| 6M | -95.2% | -15.5% | -79.7% | -95.0% |
| YTD | -98.0% | -26.4% | -71.6% | -98.0% |
| 1Y | -98.3% | -31.9% | -66.4% | -98.0% |
| All | -98.3% | -31.6% | -66.7% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling