-99.9%
DFNS vs ADSK
-12.1%
-87.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | +0.8% | -14.3% | +15.1% | +3.3% |
| 30D | -73.2% | -14.8% | -58.4% | -72.5% |
| 3M | -72.4% | -5.7% | -66.7% | -72.3% |
| 6M | -95.2% | -18.7% | -76.5% | -95.3% |
| YTD | -98.0% | -28.3% | -69.7% | -98.1% |
| 1Y | -98.3% | -35.1% | -63.2% | -98.3% |
| 3Y | -99.9% | -3.2% | -96.7% | -99.9% |
| 5Y | -99.9% | -26.7% | -73.1% | -99.9% |
| All | -99.9% | -12.1% | -87.8% | -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 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