+1,115.2%
DIA vs ADSK
+2,246.0%
-1,130.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.6% |
| 7D | +0.1% | -14.3% | +14.4% | +3.4% |
| 30D | -2.1% | -14.8% | +12.7% | +1.2% |
| 3M | +4.2% | -5.7% | +9.9% | +4.7% |
| 6M | +11.9% | -18.7% | +30.6% | +15.7% |
| YTD | +10.8% | -28.3% | +39.1% | +17.5% |
| 1Y | +17.5% | -35.1% | +52.6% | +27.3% |
| 3Y | +59.9% | -3.2% | +63.1% | +56.6% |
| 5Y | +64.1% | -26.7% | +90.9% | +66.1% |
| 10Y | +246.2% | +208.4% | +37.8% | +149.5% |
| All | +1,115.2% | +2,246.0% | -1,130.8% | +423.9% |
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