-99.9%
DFNS vs ADSK
-26.7%
-73.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.1% |
| 7D | -3.3% | -10.9% | +7.6% | -1.2% |
| 30D | -73.1% | -15.9% | -57.2% | -72.2% |
| 3M | -71.4% | -4.4% | -67.0% | -71.1% |
| 6M | -93.8% | -16.6% | -77.2% | -93.9% |
| YTD | -98.0% | -28.5% | -69.5% | -98.1% |
| 1Y | -98.2% | -34.6% | -63.5% | -98.3% |
| 3Y | -99.9% | -3.5% | -96.4% | -99.9% |
| 5Y | -99.9% | -25.6% | -74.3% | -99.9% |
| All | -99.9% | -26.7% | -73.2% | -99.9% |
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 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