+18.6%
DIA vs ADSK
-31.6%
+50.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.7% | 0.0% |
| 7D | -0.2% | -16.4% | +16.2% | +0.9% |
| 30D | -1.5% | -9.2% | +7.7% | -1.0% |
| 3M | +3.8% | -6.7% | +10.5% | +4.2% |
| 6M | +10.3% | -15.5% | +25.8% | +11.8% |
| YTD | +12.1% | -26.4% | +38.5% | +16.7% |
| 1Y | +18.6% | -31.9% | +50.5% | +24.8% |
| All | +18.6% | -31.6% | +50.2% | +24.8% |
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