-98.3%
DFNS vs ADSK
-34.7%
-63.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -3.2% |
| 7D | -6.3% | -2.5% | -3.8% | -2.3% |
| 30D | -74.0% | -14.9% | -59.1% | -67.0% |
| 3M | -70.1% | +3.3% | -73.5% | -70.1% |
| 6M | -93.9% | -15.7% | -78.3% | -93.4% |
| YTD | -98.1% | -28.2% | -69.9% | -98.0% |
| 1Y | -98.3% | -34.5% | -63.7% | -97.9% |
| All | -98.3% | -34.7% | -63.6% | -97.9% |
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 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