+52,902.4%
DHR vs ADSK
+4,774.6%
+48,127.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -2.5% | -1.1% | -3.2% |
| 30D | -2.7% | -14.9% | +12.1% | +0.2% |
| 3M | +10.9% | +3.3% | +7.6% | +9.9% |
| 6M | +3.0% | -15.7% | +18.7% | +5.9% |
| YTD | -12.2% | -28.2% | +16.0% | -7.1% |
| 1Y | +3.3% | -34.5% | +37.9% | +11.2% |
| 3Y | -8.2% | -2.9% | -5.3% | -9.4% |
| 5Y | -29.9% | -25.3% | -4.6% | -28.4% |
| 10Y | +208.5% | +217.8% | -9.3% | +137.2% |
| All | +52,902.4% | +4,774.6% | +48,127.8% | +23,232.7% |
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